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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.4205	8.03***
α ARCH Response to squared shocks	0.1039	5.64***
β GARCH Volatility persistence	0.7985	24.17***

γ₁	0.0342	3.89***
γ₂	-0.0462	-3.43***
γ₃	0.0158	1.55
γ₄	0.0007	0.09

V-Lab

Goldcrest Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Date Range:

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