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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5312	2.77***
α ARCH Response to squared shocks	0.1201	3.62***
β GARCH Volatility persistence	0.8064	17.24***

γ₁	0.0133	0.04
γ₂	-0.1232	-0.30
γ₃	0.2361	1.03
γ₄	-0.0190	-0.09
γ₅	-0.4530	-1.82*
γ₆	0.9787	4.24***
γ₇	-1.2225	-5.10***
γ₈	0.7426	3.63***

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BlockFin Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

Date Range:

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