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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.4196	8.00***
α ARCH Response to squared shocks	0.1046	5.67***
β GARCH Volatility persistence	0.7975	24.16***

γ₁	0.0338	3.82***
γ₂	-0.0451	-3.29***
γ₃	0.0138	1.19
γ₄	0.0059	0.29

V-Lab

Goldcrest Co Ltd Spline-GARCH Volatility Analysis

Date Range:

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