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{name} Model Equation

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Param	Value	t-stat
ωconst	1.1240	3.70***
αARCH	0.1980	5.29***
βGARCH	0.7097	15.81***

γ₁	-0.1913	-3.48***
γ₂	0.2813	3.38***
γ₃	-0.0842	-1.16
γ₄	-0.0884	-1.12
γ₅	0.1715	2.01**
γ₆	-0.1881	-2.31**
γ₇	0.2431	3.42***
γ₈	-0.2171	-4.26***

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1240	3.70***
α ARCH Response to squared shocks	0.1980	5.29***
β GARCH Volatility persistence	0.7097	15.81***

γ₁	-0.1913	-3.48***
γ₂	0.2813	3.38***
γ₃	-0.0842	-1.16
γ₄	-0.0884	-1.12
γ₅	0.1715	2.01**
γ₆	-0.1881	-2.31**
γ₇	0.2431	3.42***
γ₈	-0.2171	-4.26***

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