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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1425	2.42**
α ARCH Response to squared shocks	0.2832	3.09***
β GARCH Volatility persistence	0.2476	1.26

γ₁	6.9050	0.24
γ₂	-35.9923	-0.82
γ₃	71.4334	2.82***
γ₄	-73.0572	-4.24***
γ₅	38.3504	2.60***
γ₆	-4.1929	-0.36
γ₇	-3.1440	-0.31
γ₈	13.8750	0.93
γ₉	-41.9748	-1.99**

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Global Mofy AI Ltd Spline-GARCH Volatility Analysis

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