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V-Lab

Valion Bio Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Thursday, July 16th, 2026

1 Day

164.45%

increased by 6.96%

1 Week

170.20%

increased by 12.71%

1 Month

181.26%

increased by 23.77%

Analysis last updated: Wednesday, July 15, 2026 at 09:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Valion Bio Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 11, 2021 to Jul 10, 2026

Model Insight

Volatility shocks decay with a half-life of 6 trading days, meaning a shock loses half its impact after approximately 6 days. Returns follow a Student-t distribution with v = 2.30 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

144.7527
2.24**
α

ARCH

Response to squared shocks

0.1225
9.28***
β

GARCH

Volatility persistence

0.8856
18.08***
ν

DF

Student-t tail thickness

2.2990
14.31***

Persistence:

0.886

Half-life:

6 days