V-Lab
Niki BioSolutions Inc GARCH Volatility Analysis
Volatility prediction for Thursday, August 6th, 2026
1 Day
115.25%
decreased by 5.50%
1 Week
120.35%
decreased by 0.40%
1 Month
134.32%
increased by 13.57%
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 14 trading days, meaning a shock loses half its impact after approximately 14 days.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 8.76*** |
α ARCH Response to squared shocks | 0.1566 | 9.98*** |
β GARCH Volatility persistence | 0.7960 | 50.65*** |
Persistence:
0.953
Half-life:
14 days
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