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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

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graph of Praxis Precision Medicines Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Oct 16, 2020 to Jul 24, 2026

Model 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

ParameterValuet-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