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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.4185	8.04***
α ARCH Response to squared shocks	0.1045	5.66***
β GARCH Volatility persistence	0.7972	24.09***

γ₁	0.0339	3.88***
γ₂	-0.0457	-3.42***
γ₃	0.0155	1.53
γ₄	0.0009	0.12

V-Lab

Goldcrest Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Date Range:

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