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Param	Value	t-stat
ωconst	1.2830	2.27**
αARCH	0.2582	2.70***
βGARCH	0.1415	0.85

γ₁	13.0925	0.40
γ₂	-47.0045	-0.97
γ₃	78.3488	2.98***
γ₄	-72.1136	-4.19***
γ₅	31.8854	2.47**
γ₆	-3.7315	-0.35
γ₇	5.0125	0.35
γ₈	6.2982	0.34
γ₉	-33.2457	-2.03**
γ₁₀	28.1430	3.58***

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2830	2.27**
α ARCH Response to squared shocks	0.2582	2.70***
β GARCH Volatility persistence	0.1415	0.85

γ₁	13.0925	0.40
γ₂	-47.0045	-0.97
γ₃	78.3488	2.98***
γ₄	-72.1136	-4.19***
γ₅	31.8854	2.47**
γ₆	-3.7315	-0.35
γ₇	5.0125	0.35
γ₈	6.2982	0.34
γ₉	-33.2457	-2.03**
γ₁₀	28.1430	3.58***

V-Lab

Global Mofy AI Ltd Zero Slope Spline-GARCH Volatility Analysis

Date Range:

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Volatility Forecast

Parameter Estimates

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