V-Lab
Praxis Precision Medicines Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
75.10%
decreased by 3.05%
1 Week
76.71%
decreased by 1.44%
1 Month
81.26%
increased by 3.11%
Analysis last updated: Friday, July 24, 2026 at 09:59 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 16, 2020 to Jul 24, 2026Model Insight
Volatility shocks decay with a half-life of 14 trading days, meaning a shock loses half its impact after approximately 14 days. Returns follow a Student-t distribution with v = 3.93 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 33.0268 | 2.58*** |
α ARCH Response to squared shocks | 0.0580 | 5.02*** |
β GARCH Volatility persistence | 0.9523 | 52.64*** |
ν DF Student-t tail thickness | 3.9286 | 2.05** |
Persistence:
0.952
Half-life:
14 days
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