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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.8850	3.30***
α ARCH Response to squared shocks	0.1582	1.85*
β GARCH Volatility persistence	0.4074	1.42

γ₁	-5.5470	-1.02
γ₂	12.6617	1.53
γ₃	-13.7006	-2.58***
γ₄	11.0428	2.99***

V-Lab

Garden Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Date Range:

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