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	param	t-stat
$ω$	0.1508	2.15
$α$	0.1382	3.85
$β$	0.6658	6.04
$γ_{1}$	-5.8643	-0.87
$γ_{2}$	16.3323	1.56
$γ_{3}$	-19.4072	-2.17
$γ_{4}$	18.9376	2.68
$γ_{5}$	-22.6341	-3.28
$γ_{6}$	21.8417	2.55
$γ_{7}$	-14.7760	-2.24
$γ_{8}$	9.8250	1.94
$γ_{9}$	5.4067	0.61

V-Lab

Sienna Biopharmaceuticals, Inc. Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, January 5th, 2026:4,170.81% (-469.69%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sienna Biopharmaceuticals, Inc. Analyses