V-Lab
Q32 Bio Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, August 26th, 2026
1 Day
58.59%
decreased by 5.07%
1 Week
61.60%
decreased by 2.06%
1 Month
70.54%
increased by 6.88%
Analysis last updated: Tuesday, August 25, 2026 at 09:30 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Mar 28, 2018 to Aug 21, 2026Model Insight
Volatility shocks decay with a half-life of 21 trading days, meaning a shock loses half its impact after approximately 21 days. Returns follow a Student-t distribution with v = 3.74 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 | 37.0311 | 3.19*** |
α ARCH Response to squared shocks | 0.1090 | 18.26*** |
β GARCH Volatility persistence | 0.9683 | 94.31*** |
ν DF Student-t tail thickness | 3.7419 | 8.13*** |
Persistence:
0.968
Half-life:
21 days
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