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V-Lab

Valion Bio Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

286.63%

decreased by 24.05%

1 Week

280.72%

decreased by 29.96%

1 Month

268.72%

decreased by 41.96%

Analysis last updated: Friday, July 24, 2026 at 10:12 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 24, 2026
Extended Optimization

Model Insight

Volatility shocks decay with a half-life of 5 trading days, meaning a shock loses half its impact after approximately 5 days. Returns follow a Student-t distribution with v = 2.15 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

263.2705
1.96**
α

ARCH

Response to squared shocks

0.1227
8.84***
β

GARCH

Volatility persistence

0.8805
14.99***
ν

DF

Student-t tail thickness

2.1517
25.09***

Persistence:

0.881

Half-life:

5 days