Skip to main content
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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Viking Therapeutics Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Apr 29, 2015 to Aug 21, 2026

Model 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

ParameterValuet-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