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Param	Value	t-stat
ωconst	1.2683	4.67***
αARCH	0.1568	5.91***
βGARCH	0.7753	24.43***

γ₁	-0.1965	-2.03**
γ₂	0.2898	1.86*
γ₃	-0.0221	-0.21
γ₄	-0.2560	-2.42**
γ₅	0.2991	2.84***
γ₆	-0.1514	-1.88*
γ₇	0.0579	0.86
γ₈	0.0063	0.09
γ₉	-0.0476	-0.66

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2683	4.67***
α ARCH Response to squared shocks	0.1568	5.91***
β GARCH Volatility persistence	0.7753	24.43***

γ₁	-0.1965	-2.03**
γ₂	0.2898	1.86*
γ₃	-0.0221	-0.21
γ₄	-0.2560	-2.42**
γ₅	0.2991	2.84***
γ₆	-0.1514	-1.88*
γ₇	0.0579	0.86
γ₈	0.0063	0.09
γ₉	-0.0476	-0.66

V-Lab

APT Satellite Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

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