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Param	Value	t-stat
ωconst	1.1068	2.17**
αARCH	0.2809	2.93***
βGARCH	0.1931	0.91

γ₁	9.6044	0.29
γ₂	-44.8244	-0.90
γ₃	80.7708	3.00***
γ₄	-72.7993	-4.04***
γ₅	31.3562	2.33**
γ₆	-6.1267	-0.50
γ₇	13.2937	0.78
γ₈	-15.8880	-0.85
γ₉	19.2323	1.08
γ₁₀	-78.9796	-2.39**

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1068	2.17**
α ARCH Response to squared shocks	0.2809	2.93***
β GARCH Volatility persistence	0.1931	0.91

γ₁	9.6044	0.29
γ₂	-44.8244	-0.90
γ₃	80.7708	3.00***
γ₄	-72.7993	-4.04***
γ₅	31.3562	2.33**
γ₆	-6.1267	-0.50
γ₇	13.2937	0.78
γ₈	-15.8880	-0.85
γ₉	19.2323	1.08
γ₁₀	-78.9796	-2.39**

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Global Mofy AI Ltd Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

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Parameter Estimates

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