Niki BioSolutions Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, October 26th, 2026
1 Day
82.68%
decreased by 23.20%
1 Week
97.67%
decreased by 8.21%
1 Month
131.58%
increased by 25.70%
Analysis last updated: Friday, October 23, 2026 at 09:27 PM UTC
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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 18, 2018 to Oct 23, 2026Model Insight
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 13 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
Time-varying baseline: volatility reverts to a slowly-shifting spline trend
| Param | Value | t-stat |
|---|---|---|
| ωconst | 1.1464 | 1.29 |
| αARCH | 0.5283 | 4.68*** |
| βGARCH | 0.4197 | 7.73*** |
Spline Coefficients
K=10
| γ1 | 9.0392 | 1.76* |
| γ2 | -14.0962 | -1.63 |
| γ3 | 4.7609 | 0.84 |
| γ4 | 2.6923 | 0.83 |
| γ5 | -4.3012 | -2.01** |
| γ6 | 3.8146 | 1.34 |
| γ7 | -3.9411 | -1.09 |
| γ8 | 4.0510 | 1.17 |
| γ9 | -4.8430 | -1.43 |
| γ10 | 4.4067 | 1.56 |
0.948
Persistence13d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.1464 | 1.29 |
α ARCH Response to squared shocks | 0.5283 | 4.68*** |
β GARCH Volatility persistence | 0.4197 | 7.73*** |
Spline Coefficients
K=10
| γ1 | 9.0392 | 1.76* |
| γ2 | -14.0962 | -1.63 |
| γ3 | 4.7609 | 0.84 |
| γ4 | 2.6923 | 0.83 |
| γ5 | -4.3012 | -2.01** |
| γ6 | 3.8146 | 1.34 |
| γ7 | -3.9411 | -1.09 |
| γ8 | 4.0510 | 1.17 |
| γ9 | -4.8430 | -1.43 |
| γ10 | 4.4067 | 1.56 |
Persistence:
0.948
Half-life:
13 days
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