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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.4764	8.64***
α ARCH Response to squared shocks	0.1154	6.86***
β GARCH Volatility persistence	0.7635	23.59***

γ₁	-0.0304	-0.89
γ₂	0.1015	2.01**
γ₃	-0.1610	-4.87***
γ₄	0.1714	5.48***
γ₅	-0.1599	-5.68***
γ₆	0.1645	5.75***
γ₇	-0.1441	-4.21***
γ₈	0.0637	1.44
γ₉	0.0660	0.87

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Hu Group Holdings Inc Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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