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Param	Value	t-stat
ωconst	1.6002	5.25***
αARCH	0.1465	2.86***
βGARCH	0.3499	1.79*

γ₁	14.6030	4.38***
γ₂	-18.1625	-3.45***
γ₃	3.1678	0.71
γ₄	0.5418	0.12
γ₅	-3.7769	-0.91
γ₆	9.9143	2.39**
γ₇	-10.7887	-2.67***
γ₈	11.0773	1.94*
γ₉	-12.2730	-1.51
γ₁₀	6.6148	1.06

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.6002	5.25***
α ARCH Response to squared shocks	0.1465	2.86***
β GARCH Volatility persistence	0.3499	1.79*

γ₁	14.6030	4.38***
γ₂	-18.1625	-3.45***
γ₃	3.1678	0.71
γ₄	0.5418	0.12
γ₅	-3.7769	-0.91
γ₆	9.9143	2.39**
γ₇	-10.7887	-2.67***
γ₈	11.0773	1.94*
γ₉	-12.2730	-1.51
γ₁₀	6.6148	1.06

V-Lab

Modular Medical Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Modular Medical Inc Analyses