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V-Lab

Niki BioSolutions Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Wednesday, August 26th, 2026

1 Day

136.21%

decreased by 22.24%

1 Week

138.25%

decreased by 20.20%

1 Month

145.37%

decreased by 13.08%

Analysis last updated: Tuesday, August 25, 2026 at 09:10 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 Aug 21, 2026

Model Insight

Volatility shocks decay with a half-life of 45 trading days, meaning a shock loses half its impact after approximately 45 days. Returns follow a Student-t distribution with v = 2.48 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

146.7216
3.45***
α

ARCH

Response to squared shocks

0.1383
64.64***
β

GARCH

Volatility persistence

0.9846
238.12***
ν

DF

Student-t tail thickness

2.4805
86.07***

Persistence:

0.985

Half-life:

45 days