V-Lab
Viking Therapeutics Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, August 25th, 2026
1 Day
61.77%
decreased by 0.81%
1 Week
62.27%
decreased by 0.31%
1 Month
62.81%
increased by 0.23%
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
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 2 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.5196 | 5.21*** |
α ARCH Response to squared shocks | 0.0392 | 1.49 |
β GARCH Volatility persistence | 0.7129 | 4.05*** |
Spline Coefficients
K=10
| γ1 | -3.3386 | -3.34*** |
| γ2 | 5.5259 | 3.38*** |
| γ3 | -3.9909 | -3.47*** |
| γ4 | 2.8888 | 4.05*** |
| γ5 | -1.8774 | -3.63*** |
| γ6 | 2.0036 | 2.85*** |
| γ7 | -2.0045 | -2.07** |
| γ8 | 0.9566 | 1.00 |
| γ9 | -0.5463 | -0.80 |
| γ10 | 0.6865 | 2.20** |
Persistence:
0.752
Half-life:
2 days
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