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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0907	1.41
α ARCH Response to squared shocks	0.5122	4.34***
β GARCH Volatility persistence	0.4261	7.54***

γ₁	9.6179	1.64
γ₂	-14.6078	-1.51
γ₃	4.2445	0.70
γ₄	3.4435	1.03
γ₅	-4.6900	-1.86*
γ₆	3.9501	1.21
γ₇	-4.0787	-1.14
γ₈	4.3894	1.43
γ₉	-5.2322	-1.57
γ₁₀	4.4523	1.69*

V-Lab

Niki BioSolutions Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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