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{name} Model Equation

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Param	Value	t-stat
ωconst	3.4913	1.65*
αARCH	0.0472	0.94
βGARCH	0.6894	5.58***
γleverage	0.0477	0.48

Parameter	Value	t-statistic
ω const Unconditional variance weight	3.4913	1.65*
α ARCH Response to squared shocks	0.0472	0.94
β GARCH Volatility persistence	0.6894	5.58***
γ leverage Additional response to negative shocks	0.0477	0.48

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Ultragenyx Pharmaceutical Inc GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Ultragenyx Pharmaceutical Inc Analyses