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Param	Value	t-stat
ωconst	0.4829	3.69***
αARCH	0.1403	8.21***
βGARCH	0.7723	33.23***

γ₁	-0.1311	-1.31
γ₂	-0.0247	-0.18
γ₃	0.3771	4.60***
γ₄	-0.3767	-4.43***
γ₅	0.1568	1.74*
γ₆	0.0288	0.38
γ₇	0.0139	0.22
γ₈	-0.0567	-0.85
γ₉	0.0065	0.09
γ₁₀	-0.0015	-0.03

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4829	3.69***
α ARCH Response to squared shocks	0.1403	8.21***
β GARCH Volatility persistence	0.7723	33.23***

γ₁	-0.1311	-1.31
γ₂	-0.0247	-0.18
γ₃	0.3771	4.60***
γ₄	-0.3767	-4.43***
γ₅	0.1568	1.74*
γ₆	0.0288	0.38
γ₇	0.0139	0.22
γ₈	-0.0567	-0.85
γ₉	0.0065	0.09
γ₁₀	-0.0015	-0.03

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Matsuda Sangyo Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

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