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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.9470	4.48***
α ARCH Response to squared shocks	0.2094	4.68***
β GARCH Volatility persistence	0.4752	5.67***

γ₁	0.2356	5.18***
γ₂	-0.3305	-4.69***
γ₃	0.1063	2.02**
γ₄	-0.0004	-0.01

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Thalia Therapeutics PLC Zero Slope Spline-GARCH Volatility Analysis

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