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Param	Value	t-stat
ωconst	0.5270	2.81***
αARCH	0.1216	3.63***
βGARCH	0.8014	17.08***

γ₁	0.0046	0.02
γ₂	-0.1097	-0.27
γ₃	0.2327	1.02
γ₄	-0.0286	-0.13
γ₅	-0.4311	-1.77*
γ₆	0.9547	4.22***
γ₇	-1.2227	-5.31***
γ₈	0.7670	3.83***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5270	2.81***
α ARCH Response to squared shocks	0.1216	3.63***
β GARCH Volatility persistence	0.8014	17.08***

γ₁	0.0046	0.02
γ₂	-0.1097	-0.27
γ₃	0.2327	1.02
γ₄	-0.0286	-0.13
γ₅	-0.4311	-1.77*
γ₆	0.9547	4.22***
γ₇	-1.2227	-5.31***
γ₈	0.7670	3.83***

V-Lab

BlockFin Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

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