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Param	Value	t-stat
ωconst	1.1274	2.47**
αARCH	0.3073	3.03***
βGARCH	0.2389	1.50

γ₁	4.0247	0.15
γ₂	-30.7858	-0.73
γ₃	67.6045	2.73***
γ₄	-71.9140	-4.24***
γ₅	40.3111	2.67***
γ₆	-7.5879	-0.61
γ₇	2.6034	0.28
γ₈	0.0857	0.01
γ₉	-11.8469	-1.36

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1274	2.47**
α ARCH Response to squared shocks	0.3073	3.03***
β GARCH Volatility persistence	0.2389	1.50

γ₁	4.0247	0.15
γ₂	-30.7858	-0.73
γ₃	67.6045	2.73***
γ₄	-71.9140	-4.24***
γ₅	40.3111	2.67***
γ₆	-7.5879	-0.61
γ₇	2.6034	0.28
γ₈	0.0857	0.01
γ₉	-11.8469	-1.36

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