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Param	Value	t-stat
ωconst	0.8171	5.89***
αARCH	0.1522	7.25***
βGARCH	0.6270	12.14***

γ₁	-0.1289	-1.65*
γ₂	0.0018	0.02
γ₃	0.4128	5.49***
γ₄	-0.5412	-6.78***
γ₅	0.4586	4.85***
γ₆	-0.3144	-3.01***
γ₇	0.1733	1.63
γ₈	-0.1806	-1.60
γ₉	0.2040	2.01**
γ₁₀	-0.0979	-1.39

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8171	5.89***
α ARCH Response to squared shocks	0.1522	7.25***
β GARCH Volatility persistence	0.6270	12.14***

γ₁	-0.1289	-1.65*
γ₂	0.0018	0.02
γ₃	0.4128	5.49***
γ₄	-0.5412	-6.78***
γ₅	0.4586	4.85***
γ₆	-0.3144	-3.01***
γ₇	0.1733	1.63
γ₈	-0.1806	-1.60
γ₉	0.2040	2.01**
γ₁₀	-0.0979	-1.39

V-Lab

Daito Chemix Corp Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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