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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1411	1.36
α ARCH Response to squared shocks	0.5106	4.42***
β GARCH Volatility persistence	0.4331	7.66***

γ₁	9.9315	1.62
γ₂	-15.0024	-1.49
γ₃	4.2761	0.69
γ₄	3.5098	1.03
γ₅	-4.6647	-1.77*
γ₆	3.8501	1.15
γ₇	-3.9657	-1.12
γ₈	4.3335	1.45
γ₉	-5.2594	-1.57
γ₁₀	4.5380	1.70*

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Niki BioSolutions Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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