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{name} Model Equation

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Param	Value	t-stat
ωconst	1.1143	3.67***
αARCH	0.1979	5.27***
βGARCH	0.7094	15.78***

γ₁	-0.1931	-3.50***
γ₂	0.2834	3.39***
γ₃	-0.0839	-1.15
γ₄	-0.0898	-1.13
γ₅	0.1734	2.02**
γ₆	-0.1910	-2.34**
γ₇	0.2481	3.48***
γ₈	-0.2225	-4.31***

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1143	3.67***
α ARCH Response to squared shocks	0.1979	5.27***
β GARCH Volatility persistence	0.7094	15.78***

γ₁	-0.1931	-3.50***
γ₂	0.2834	3.39***
γ₃	-0.0839	-1.15
γ₄	-0.0898	-1.13
γ₅	0.1734	2.02**
γ₆	-0.1910	-2.34**
γ₇	0.2481	3.48***
γ₈	-0.2225	-4.31***

V-Lab

Onex Corp (Japan) Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Onex Corp (Japan) Analyses