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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1146	2.34**
α ARCH Response to squared shocks	0.2732	2.78***
β GARCH Volatility persistence	0.1718	0.79

γ₁	8.7662	0.29
γ₂	-40.3325	-0.89
γ₃	75.6634	2.94***
γ₄	-74.4102	-4.32***
γ₅	37.4519	2.77***
γ₆	-6.5939	-0.64
γ₇	4.6925	0.41
γ₈	3.5732	0.23
γ₉	-20.0082	-1.47

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Global Mofy AI Ltd Zero Slope Spline-GARCH Volatility Analysis

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