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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.4210	8.06***
α ARCH Response to squared shocks	0.1042	5.64***
β GARCH Volatility persistence	0.7974	24.07***

γ₁	0.0341	3.91***
γ₂	-0.0461	-3.44***
γ₃	0.0158	1.56
γ₄	0.0006	0.08

V-Lab

Goldcrest Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Date Range:

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