Sienna Biopharmaceuticals, Inc. EGARCH Volatility Analysis
Volatility Prediction for Monday, January 5th, 2026:1,150.84% (+9.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0010 | 0.00 | |
| -0.0219 | -0.01 | |
| 0.9999 | 290.07 | |
| -0.0116 | -0.00 |
Estimation Period:
Jul 27, 2017 to Jan 2, 2026
Jul 27, 2017 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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