V-Lab
Viking Therapeutics Inc GARCH Volatility Analysis
Volatility prediction for Monday, August 17th, 2026
1 Day
58.95%
decreased by 1.21%
1 Week
63.30%
increased by 3.14%
1 Month
76.21%
increased by 16.05%
Analysis last updated: Friday, August 14, 2026 at 09:28 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 27 trading days, meaning a shock loses half its impact after approximately 27 days.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.4322 | 9.83*** |
α ARCH Response to squared shocks | 0.1188 | 15.13*** |
β GARCH Volatility persistence | 0.8558 | 107.68*** |
Persistence:
0.975
Half-life:
27 days
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