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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5499	2.96***
α ARCH Response to squared shocks	0.2321	1.93*
β GARCH Volatility persistence	0.2666	1.22

γ₁	0.7775	0.33
γ₂	-0.3323	-0.09
γ₃	-0.7362	-0.24
γ₄	0.5350	0.14
γ₅	-3.2767	-0.73
γ₆	10.8109	2.41**
γ₇	-19.7507	-4.72***
γ₈	23.0989	7.78***
γ₉	-14.8057	-3.44***
γ₁₀	2.8837	0.78

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Quhuo Ltd Zero Slope Spline-GARCH Volatility Analysis

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