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{name} Model Equation

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Param	Value	t-stat
ωconst	1.7381	4.03***
αARCH	0.2461	4.20***
βGARCH	0.3257	3.01***

γ₁	5.8188	1.94*
γ₂	-7.6694	-1.62
γ₃	1.1890	0.32
γ₄	4.7791	1.39
γ₅	-4.0573	-1.20
γ₆	-5.6456	-1.34
γ₇	9.5619	2.41**
γ₈	-7.7456	-2.53**
γ₉	9.7178	3.67***
γ₁₀	-8.9736	-4.23***

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.7381	4.03***
α ARCH Response to squared shocks	0.2461	4.20***
β GARCH Volatility persistence	0.3257	3.01***

γ₁	5.8188	1.94*
γ₂	-7.6694	-1.62
γ₃	1.1890	0.32
γ₄	4.7791	1.39
γ₅	-4.0573	-1.20
γ₆	-5.6456	-1.34
γ₇	9.5619	2.41**
γ₈	-7.7456	-2.53**
γ₉	9.7178	3.67***
γ₁₀	-8.9736	-4.23***

V-Lab

NX Filtration N.V. Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other NX Filtration N.V. Analyses