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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2507	4.60***
α ARCH Response to squared shocks	0.1580	5.90***
β GARCH Volatility persistence	0.7743	24.07***

γ₁	-0.2028	-2.07**
γ₂	0.2949	1.87*
γ₃	-0.0145	-0.14
γ₄	-0.2695	-2.53**
γ₅	0.3110	2.98***
γ₆	-0.1610	-2.05**
γ₇	0.0684	1.02
γ₈	-0.0053	-0.07
γ₉	-0.0383	-0.51

V-Lab

APT Satellite Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

Date Range:

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