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Param	Value	t-stat
ωconst	0.4008	4.37***
αARCH	0.4473	4.13***
βGARCH	0.5503	5.09***

γ₁	15.8212	4.14***
γ₂	-22.5742	-3.84***
γ₃	20.6952	2.65***
γ₄	-25.8246	-2.24**
γ₅	11.0630	0.94
γ₆	1.2678	0.13
γ₇	-0.4738	-0.05
γ₈	0.5677	0.07
γ₉	-0.8247	-0.20

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4008	4.37***
α ARCH Response to squared shocks	0.4473	4.13***
β GARCH Volatility persistence	0.5503	5.09***

γ₁	15.8212	4.14***
γ₂	-22.5742	-3.84***
γ₃	20.6952	2.65***
γ₄	-25.8246	-2.24**
γ₅	11.0630	0.94
γ₆	1.2678	0.13
γ₇	-0.4738	-0.05
γ₈	0.5677	0.07
γ₉	-0.8247	-0.20

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