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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.3731	6.60***
α ARCH Response to squared shocks	0.4499	4.14***
β GARCH Volatility persistence	0.5488	5.05***

γ₁	16.9967	2.53**
γ₂	-20.0892	-1.44
γ₃	7.2434	0.40
γ₄	4.3550	0.23
γ₅	-25.1017	-2.35**
γ₆	19.2146	2.19**
γ₇	0.9529	0.08
γ₈	-15.8183	-1.44
γ₉	34.9500	2.59***
γ₁₀	-35.3815	-2.59***

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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