V-Lab
Viking Therapeutics Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, August 25th, 2026
1 Day
62.64%
decreased by 0.83%
1 Week
63.66%
increased by 0.19%
1 Month
66.87%
increased by 3.40%
Analysis last updated: Monday, August 24, 2026 at 09:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 29, 2015 to Aug 21, 2026Model 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 = 3.84 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 23.8176 | 2.73*** |
α ARCH Response to squared shocks | 0.0537 | 7.80*** |
β GARCH Volatility persistence | 0.9680 | 87.50*** |
ν DF Student-t tail thickness | 3.8382 | 3.20*** |
Persistence:
0.968
Half-life:
21 days
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