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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.2171	4.96***
α ARCH Response to squared shocks	0.1712	3.31***
β GARCH Volatility persistence	0.5431	5.86***

γ₁	-0.0437	-0.43
γ₂	0.1549	1.04
γ₃	-0.2029	-1.79*
γ₄	0.2671	2.20**
γ₅	-0.3549	-2.83***
γ₆	0.2800	2.44**
γ₇	-0.1262	-1.75*

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Ulta Beauty Inc Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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