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Param	Value	t-stat
ωconst	0.8819	5.98***
αARCH	0.1352	3.45***
βGARCH	0.5475	4.23***

γ₁	-0.6556	-0.57
γ₂	3.2038	1.49
γ₃	-6.0385	-2.43**
γ₄	6.5350	2.37**
γ₅	-4.4935	-1.66*
γ₆	0.9123	0.37
γ₇	1.7917	1.03
γ₈	-1.8618	-1.55

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8819	5.98***
α ARCH Response to squared shocks	0.1352	3.45***
β GARCH Volatility persistence	0.5475	4.23***

γ₁	-0.6556	-0.57
γ₂	3.2038	1.49
γ₃	-6.0385	-2.43**
γ₄	6.5350	2.37**
γ₅	-4.4935	-1.66*
γ₆	0.9123	0.37
γ₇	1.7917	1.03
γ₈	-1.8618	-1.55

V-Lab

Obsidian Therapeutics Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Obsidian Therapeutics Inc Analyses