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Param	Value	t-stat
ωconst	1.1162	2.52**
αARCH	0.3141	3.09***
βGARCH	0.2560	1.87*

γ₁	2.2834	0.09
γ₂	-27.3724	-0.68
γ₃	64.6531	2.67***
γ₄	-70.7575	-4.26***
γ₅	41.5496	2.69***
γ₆	-9.5302	-0.71
γ₇	5.1134	0.50
γ₈	-5.3430	-0.62
γ₉	-6.0592	-0.83

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1162	2.52**
α ARCH Response to squared shocks	0.3141	3.09***
β GARCH Volatility persistence	0.2560	1.87*

γ₁	2.2834	0.09
γ₂	-27.3724	-0.68
γ₃	64.6531	2.67***
γ₄	-70.7575	-4.26***
γ₅	41.5496	2.69***
γ₆	-9.5302	-0.71
γ₇	5.1134	0.50
γ₈	-5.3430	-0.62
γ₉	-6.0592	-0.83

V-Lab

Global Mofy AI Ltd Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Global Mofy AI Ltd Analyses