V-Lab
Viking Therapeutics Inc Asy. MEM Volatility Analysis
Volatility prediction for Thursday, August 20th, 2026
1 Day
55.62%
increased by 5.55%
1 Week
56.89%
increased by 6.82%
1 Month
61.33%
increased by 11.26%
Analysis last updated: Wednesday, August 19, 2026 at 09:17 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 29, 2015 to Aug 14, 2026Model Insight
Volatility shocks decay with a half-life of 54 trading days, meaning a shock loses half its impact after approximately 54 days.
μ
AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.4422 | 19.02*** |
α ARCH Response to squared shocks | 0.1354 | 23.96*** |
β GARCH Volatility persistence | 0.8523 | 235.97*** |
γ leverage Additional response to negative shocks | -0.0009 | -0.09 |
Persistence:
0.987
Half-life:
54 days
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