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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9226	5.20***
α ARCH Response to squared shocks	0.0796	2.11**
β GARCH Volatility persistence	0.7265	4.32***

γ₁	0.2371	0.49
γ₂	0.3599	0.48
γ₃	-1.3075	-1.99**
γ₄	1.2381	2.07**
γ₅	-0.8253	-2.30**

V-Lab

Zensho Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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