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
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 5 trading days, meaning a shock loses half its impact after approximately 5 days.
σ
AGARCH Model
Tap to view equation
| Parameter | Value | t-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
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