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Param	Value	t-stat
ωconst	1.2622	4.64***
αARCH	0.1571	5.91***
βGARCH	0.7758	24.37***

γ₁	-0.2013	-2.06**
γ₂	0.2944	1.88*
γ₃	-0.0175	-0.16
γ₄	-0.2657	-2.50**
γ₅	0.3082	2.95***
γ₆	-0.1588	-2.00**
γ₇	0.0653	0.97
γ₈	-0.0005	-0.01
γ₉	-0.0428	-0.58

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2622	4.64***
α ARCH Response to squared shocks	0.1571	5.91***
β GARCH Volatility persistence	0.7758	24.37***

γ₁	-0.2013	-2.06**
γ₂	0.2944	1.88*
γ₃	-0.0175	-0.16
γ₄	-0.2657	-2.50**
γ₅	0.3082	2.95***
γ₆	-0.1588	-2.00**
γ₇	0.0653	0.97
γ₈	-0.0005	-0.01
γ₉	-0.0428	-0.58

V-Lab

APT Satellite Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

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