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V-Lab

Viking Therapeutics Inc GJR-GARCH Volatility Analysis

Volatility prediction for Tuesday, August 25th, 2026

1 Day

69.02%

decreased by 2.08%

1 Week

72.66%

increased by 1.56%

1 Month

83.53%

increased by 12.43%

Analysis last updated: Monday, August 24, 2026 at 09:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Viking Therapeutics Inc GJR-GARCH

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 23 trading days, meaning a shock loses half its impact after approximately 23 days.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.6276
14.45***
α

ARCH

Response to squared shocks

0.1542
9.83***
β

GARCH

Volatility persistence

0.8414
102.46***
γ

leverage

Additional response to negative shocks

-0.0517
-1.52

Persistence:

0.970

Half-life:

23 days