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{name} Model Equation

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Param	Value	t-stat
ωconst	13.8115	1.29
αARCH	0.0516	2.94***
βGARCH	0.9713	35.34***
νDF	5.2136	0.73

Parameter	Value	t-statistic
ω const Unconditional variance weight	13.8115	1.29
α ARCH Response to squared shocks	0.0516	2.94***
β GARCH Volatility persistence	0.9713	35.34***
ν DF Student-t tail thickness	5.2136	0.73

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Ultragenyx Pharmaceutical Inc GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Ultragenyx Pharmaceutical Inc Analyses