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V-Lab

Niki BioSolutions Inc AGARCH Volatility Analysis

Volatility prediction for Thursday, August 6th, 2026

1 Day

92.58%

decreased by 7.64%

1 Week

114.86%

increased by 14.64%

1 Month

146.20%

increased by 45.98%

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 AGARCH

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 5 trading days, meaning a shock loses half its impact after approximately 5 days.

σ

AGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

15.0000
10.59***
α

ARCH

Response to squared shocks

0.4022
12.20***
β

GARCH

Volatility persistence

0.4580
29.04***
γ

leverage

Additional response to negative shocks

0.8603
1.49

Persistence:

0.860

Half-life:

5 days