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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.6798	6.86***
α ARCH Response to squared shocks	0.0879	3.16***
β GARCH Volatility persistence	0.6016	5.55***

γ₁	0.8854	3.44***
γ₂	-1.3860	-3.74***
γ₃	0.7920	2.95***
γ₄	-0.2245	-0.82
γ₅	-0.3494	-1.15
γ₆	0.6243	2.04**
γ₇	-0.7986	-2.76***
γ₈	1.0890	2.90***
γ₉	-0.9691	-2.61***

V-Lab

Ultragenyx Pharmaceutical Inc Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Ultragenyx Pharmaceutical Inc Analyses