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{name} Model Equation

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Param	Value	t-stat
ωconst	13.9157	1.25
αARCH	0.0519	2.89***
βGARCH	0.9714	34.78***
νDF	5.1667	0.73

Parameter	Value	t-statistic
ω const Unconditional variance weight	13.9157	1.25
α ARCH Response to squared shocks	0.0519	2.89***
β GARCH Volatility persistence	0.9714	34.78***
ν DF Student-t tail thickness	5.1667	0.73

V-Lab

Ultragenyx Pharmaceutical Inc GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Ultragenyx Pharmaceutical Inc Analyses