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
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 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
| Parameter | Value | t-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
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