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{name} Model Equation

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Param	Value	t-stat
ωconst	1.6129	6.98***
αARCH	0.0939	3.37***
βGARCH	0.5414	4.12***

γ₁	0.8397	3.42***
γ₂	-1.3264	-3.77***
γ₃	0.7889	3.15***
γ₄	-0.2648	-1.05
γ₅	-0.2898	-1.04
γ₆	0.5786	1.99**
γ₇	-0.8171	-2.82***
γ₈	1.3003	3.17***
γ₉	-1.2921	-3.10***

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.6129	6.98***
α ARCH Response to squared shocks	0.0939	3.37***
β GARCH Volatility persistence	0.5414	4.12***

γ₁	0.8397	3.42***
γ₂	-1.3264	-3.77***
γ₃	0.7889	3.15***
γ₄	-0.2648	-1.05
γ₅	-0.2898	-1.04
γ₆	0.5786	1.99**
γ₇	-0.8171	-2.82***
γ₈	1.3003	3.17***
γ₉	-1.2921	-3.10***

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