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
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 23 trading days, meaning a shock loses half its impact after approximately 23 days.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-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
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