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V-Lab

Niki BioSolutions Inc Asy. Power MEM Volatility Analysis

Volatility prediction for Thursday, August 6th, 2026

1 Day

132.67%

increased by 22.12%

1 Week

125.71%

increased by 15.16%

1 Month

116.23%

increased by 5.68%

Analysis last updated: Wednesday, August 5, 2026 at 09:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Niki BioSolutions Inc APMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 18, 2018 to Jul 31, 2026

Model Insight

Volatility shocks decay with a half-life of 3 trading days, meaning a shock loses half its impact after approximately 3 days. The volatility power δ = 0.84 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.

μ

APMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.0000
8.34***
α

ARCH

Response to squared shocks

0.3187
25.70***
β

GARCH

Volatility persistence

0.5530
29.88***
γ

leverage

Additional response to negative shocks

-0.0271
-1.18
δ

power

Transformation power

0.8449
14.53***

Persistence:

0.806

Half-life:

3 days