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{name} Model Equation

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Param	Value	t-stat
ωconst	0.2421	2.92***
αARCH	0.1398	7.29***
βGARCH	0.7657	24.55***

γ₁	-0.4375	-3.91***
γ₂	0.5671	3.43***
γ₃	-0.2216	-2.33**
γ₄	0.2213	3.60***
γ₅	-0.2410	-4.81***
γ₆	0.1556	4.24***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2421	2.92***
α ARCH Response to squared shocks	0.1398	7.29***
β GARCH Volatility persistence	0.7657	24.55***

γ₁	-0.4375	-3.91***
γ₂	0.5671	3.43***
γ₃	-0.2216	-2.33**
γ₄	0.2213	3.60***
γ₅	-0.2410	-4.81***
γ₆	0.1556	4.24***

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Japan Hotel Reit Invt Corp Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

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Parameter Estimates

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