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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.0004	1.81*
α ARCH Response to squared shocks	0.2424	5.80***
β GARCH Volatility persistence	0.7087	16.72***

γ₁	-0.3739	-0.99
γ₂	0.9878	1.89*
γ₃	-1.3602	-3.16***
γ₄	1.4032	3.65***
γ₅	-1.2501	-4.92***
γ₆	1.2151	5.16***
γ₇	-1.1150	-4.49***
γ₈	0.8305	2.09**
γ₉	-0.6417	-1.04
γ₁₀	0.4706	0.90

V-Lab

Jason Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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