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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8553	1.81*
α ARCH Response to squared shocks	0.1370	2.77***
β GARCH Volatility persistence	0.7848	12.86***

γ₁	-1.2342	-0.67
γ₂	3.2179	1.27
γ₃	-3.9492	-2.72***
γ₄	3.2795	2.52**
γ₅	-1.9853	-1.64
γ₆	0.7946	0.83

V-Lab

Inventiva SA Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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