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{name} Model Equation

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Param	Value	t-stat
ωconst	2.5780	3.12***
αARCH	0.3007	1.68*
βGARCH	0.1213	0.45

γ₁	15.3104	1.78*
γ₂	-13.6083	-1.31

Parameter	Value	t-statistic
ω const Unconditional variance weight	2.5780	3.12***
α ARCH Response to squared shocks	0.3007	1.68*
β GARCH Volatility persistence	0.1213	0.45

γ₁	15.3104	1.78*
γ₂	-13.6083	-1.31

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VenHub Global Inc Zero Slope Spline-GARCH Volatility Analysis

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