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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Q32 Bio Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Mar 28, 2018 to Aug 21, 2026

Model 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

ParameterValuet-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