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V-Lab

Niki BioSolutions Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Thursday, August 6th, 2026

1 Day

122.21%

increased by 0.73%

1 Week

125.05%

increased by 3.57%

1 Month

134.83%

increased by 13.35%

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 GAS-GARCH-T

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 44 trading days, meaning a shock loses half its impact after approximately 44 days. Returns follow a Student-t distribution with v = 2.47 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

150.7009
3.43***
α

ARCH

Response to squared shocks

0.1398
64.98***
β

GARCH

Volatility persistence

0.9845
235.13***
ν

DF

Student-t tail thickness

2.4713
87.39***

Persistence:

0.984

Half-life:

44 days