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	param	t-stat
$ω$	0.6987	1.49
$α$	0.2892	6.54
$β$	0.7104	16.01
$γ_{1}$	-21.8949	-0.89
$γ_{2}$	40.4446	1.15
$γ_{3}$	-32.6633	-1.53
$γ_{4}$	27.4133	2.01
$γ_{5}$	-31.8588	-2.44
$γ_{6}$	35.9297	1.89
$γ_{7}$	-31.8282	-1.94
$γ_{8}$	31.2025	2.51
$γ_{9}$	-26.7742	-2.76

V-Lab

Sienna Biopharmaceuticals, Inc. Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, January 5th, 2026:4,363.66% (-749.52%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sienna Biopharmaceuticals, Inc. Analyses