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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Niki BioSolutions Inc GARCH

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 14 trading days, meaning a shock loses half its impact after approximately 14 days.

σ

GARCH Model

Tap to view equation

ParameterValuet-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