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{name} Model Equation

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Param	Value	t-stat
ωconst	1.6140	6.97***
αARCH	0.0935	3.38***
βGARCH	0.5457	4.14***

γ₁	0.8488	3.43***
γ₂	-1.3384	-3.77***
γ₃	0.7892	3.11***
γ₄	-0.2543	-0.99
γ₅	-0.3094	-1.09
γ₆	0.6058	2.06**
γ₇	-0.8519	-2.88***
γ₈	1.3354	3.12***
γ₉	-1.3080	-3.01***

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.6140	6.97***
α ARCH Response to squared shocks	0.0935	3.38***
β GARCH Volatility persistence	0.5457	4.14***

γ₁	0.8488	3.43***
γ₂	-1.3384	-3.77***
γ₃	0.7892	3.11***
γ₄	-0.2543	-0.99
γ₅	-0.3094	-1.09
γ₆	0.6058	2.06**
γ₇	-0.8519	-2.88***
γ₈	1.3354	3.12***
γ₉	-1.3080	-3.01***

V-Lab

Ultragenyx Pharmaceutical Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Ultragenyx Pharmaceutical Inc Analyses