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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 18, 2018 to Jul 31, 2026Model 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
| Parameter | Value | t-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
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