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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3210	1.28
α ARCH Response to squared shocks	0.5183	4.75***
β GARCH Volatility persistence	0.4343	7.76***

γ₁	10.7758	1.74*
γ₂	-16.1743	-1.59
γ₃	4.6973	0.75
γ₄	3.4120	1.00
γ₅	-4.7508	-1.79*
γ₆	4.1280	1.22
γ₇	-4.4439	-1.25
γ₈	5.1663	1.72*
γ₉	-7.0456	-2.07**
γ₁₀	9.0859	2.48**

V-Lab

Niki BioSolutions Inc Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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