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	param	t-stat
$ω$	0.2886	2.84
$α$	0.0275	1.26
$β$	0.9702	156.04
$γ$	0.0046	0.14

V-Lab

Sienna Biopharmaceuticals, Inc. GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, January 5th, 2026:2,271.79% (-34.57%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sienna Biopharmaceuticals, Inc. Analyses