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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.3767	5.32***
α ARCH Response to squared shocks	0.4711	4.10***
β GARCH Volatility persistence	0.5268	4.57***

γ₁	11.0212	2.59***
γ₂	-14.3222	-2.29**
γ₃	13.9266	3.21***
γ₄	-24.7979	-7.66***
γ₅	19.1728	4.49***
γ₆	-8.6869	-2.15**
γ₇	7.4945	2.40**
γ₈	-5.4708	-1.84*

V-Lab

Calidi Biotherapeutics Inc Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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