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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1432	2.42**
α ARCH Response to squared shocks	0.2985	2.98***
β GARCH Volatility persistence	0.2242	1.23

γ₁	6.0701	0.21
γ₂	-34.6179	-0.79
γ₃	70.5828	2.79***
γ₄	-72.7886	-4.22***
γ₅	38.8953	2.64***
γ₆	-6.0665	-0.53
γ₇	1.3612	0.14
γ₈	3.5069	0.31
γ₉	-16.0684	-1.53

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Global Mofy AI Ltd Zero Slope Spline-GARCH Volatility Analysis

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