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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 18, 2018 to Aug 21, 2026Model 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
| Parameter | Value | t-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
Other Niki BioSolutions Inc Analyses
Other GAS-GARCH Student T Analyses on Equities