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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2012	2.32**
α ARCH Response to squared shocks	0.3027	2.58***
β GARCH Volatility persistence	0.1613	0.85

γ₁	10.9058	0.35
γ₂	-43.4609	-0.94
γ₃	77.3719	2.97***
γ₄	-75.6132	-4.32***
γ₅	38.5457	2.81***
γ₆	-9.0270	-0.86
γ₇	11.4758	0.92
γ₈	-15.2206	-0.86
γ₉	29.3665	1.20

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Global Mofy AI Ltd Spline-GARCH Volatility Analysis

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News Impact Curve

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