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{name} Model Equation

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Param	Value	t-stat
ωconst	1.7230	4.05***
αARCH	0.2454	4.20***
βGARCH	0.3140	2.88***

γ₁	5.7698	1.89*
γ₂	-7.5115	-1.55
γ₃	0.9366	0.25
γ₄	4.8702	1.40
γ₅	-3.5925	-1.02
γ₆	-6.4998	-1.53
γ₇	10.3376	2.75***
γ₈	-8.5376	-2.78***
γ₉	10.6699	3.65***
γ₁₀	-9.7431	-4.05***

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.7230	4.05***
α ARCH Response to squared shocks	0.2454	4.20***
β GARCH Volatility persistence	0.3140	2.88***

γ₁	5.7698	1.89*
γ₂	-7.5115	-1.55
γ₃	0.9366	0.25
γ₄	4.8702	1.40
γ₅	-3.5925	-1.02
γ₆	-6.4998	-1.53
γ₇	10.3376	2.75***
γ₈	-8.5376	-2.78***
γ₉	10.6699	3.65***
γ₁₀	-9.7431	-4.05***

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