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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6078	3.87***
α ARCH Response to squared shocks	0.2220	4.74***
β GARCH Volatility persistence	0.5831	8.46***

γ₁	0.0469	0.07
γ₂	-1.0991	-1.02
γ₃	3.3389	3.88***
γ₄	-4.2618	-4.55***
γ₅	2.8713	2.89***
γ₆	-1.9060	-1.89*
γ₇	1.8399	1.72*
γ₈	-1.1723	-1.28
γ₉	0.5345	0.67
γ₁₀	-0.2223	-0.44

V-Lab

Ocugen Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Ocugen Inc Analyses