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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.3787	5.54***
α ARCH Response to squared shocks	0.4707	4.08***
β GARCH Volatility persistence	0.5273	4.56***

γ₁	10.4538	2.40**
γ₂	-13.2816	-2.05**
γ₃	12.9103	2.81***
γ₄	-24.0043	-7.54***
γ₅	18.9368	4.66***
γ₆	-8.6516	-2.19**
γ₇	7.4818	2.67***
γ₈	-5.6158	-2.31**

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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