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{name} Model Equation

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Param	Value	t-stat
ωconst	0.3884	5.92***
αARCH	0.4715	4.06***
βGARCH	0.5268	4.53***

γ₁	9.8346	2.21**
γ₂	-12.1629	-1.81*
γ₃	11.8208	2.43**
γ₄	-23.0415	-7.17***
γ₅	18.3187	4.67***
γ₆	-7.7868	-1.91*
γ₇	5.8377	1.98**
γ₈	-3.9539	-2.30**

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.3884	5.92***
α ARCH Response to squared shocks	0.4715	4.06***
β GARCH Volatility persistence	0.5268	4.53***

γ₁	9.8346	2.21**
γ₂	-12.1629	-1.81*
γ₃	11.8208	2.43**
γ₄	-23.0415	-7.17***
γ₅	18.3187	4.67***
γ₆	-7.7868	-1.91*
γ₇	5.8377	1.98**
γ₈	-3.9539	-2.30**

V-Lab

Calidi Biotherapeutics Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Calidi Biotherapeutics Inc Analyses