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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.9164	2.82***
α ARCH Response to squared shocks	0.1231	0.91
β GARCH Volatility persistence	0.0316	0.25

γ₁	30.8713	2.00**
γ₂	-50.1159	-1.98**
γ₃	35.6166	2.26**
γ₄	-22.5474	-2.66***
γ₅	6.6162	1.01

V-Lab

Synapsoft Corporation Zero Slope Spline-GARCH Volatility Analysis

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