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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2420	4.57***
α ARCH Response to squared shocks	0.1569	5.82***
β GARCH Volatility persistence	0.7760	23.69***

γ₁	-0.2067	-2.09**
γ₂	0.2993	1.89*
γ₃	-0.0123	-0.11
γ₄	-0.2758	-2.57**
γ₅	0.3176	3.06***
γ₆	-0.1676	-2.15**
γ₇	0.0763	1.13
γ₈	-0.0146	-0.18
γ₉	-0.0305	-0.39

V-Lab

APT Satellite Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

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Parameter Estimates

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