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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.6732	6.84***
α ARCH Response to squared shocks	0.0891	3.13***
β GARCH Volatility persistence	0.5971	5.49***

γ₁	0.8569	3.39***
γ₂	-1.3475	-3.72***
γ₃	0.7884	3.03***
γ₄	-0.2528	-0.96
γ₅	-0.2961	-1.01
γ₆	0.5526	1.85*
γ₇	-0.7086	-2.57**
γ₈	0.9992	2.88***
γ₉	-0.9221	-2.67***

V-Lab

Ultragenyx Pharmaceutical Inc Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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