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{name} Model Equation

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Param	Value	t-stat
ωconst	1.0376	1.47
αARCH	0.5031	4.16***
βGARCH	0.4288	7.67***

γ₁	9.3964	1.71*
γ₂	-14.3997	-1.57
γ₃	4.4283	0.76
γ₄	3.1767	0.97
γ₅	-4.6011	-1.96**
γ₆	3.9926	1.28
γ₇	-4.1428	-1.13
γ₈	4.3758	1.33
γ₉	-5.1792	-1.55
γ₁₀	4.5310	1.67*

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0376	1.47
α ARCH Response to squared shocks	0.5031	4.16***
β GARCH Volatility persistence	0.4288	7.67***

γ₁	9.3964	1.71*
γ₂	-14.3997	-1.57
γ₃	4.4283	0.76
γ₄	3.1767	0.97
γ₅	-4.6011	-1.96**
γ₆	3.9926	1.28
γ₇	-4.1428	-1.13
γ₈	4.3758	1.33
γ₉	-5.1792	-1.55
γ₁₀	4.5310	1.67*

V-Lab

Niki BioSolutions Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Niki BioSolutions Inc Analyses