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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0131	3.63***
α ARCH Response to squared shocks	0.2000	8.02***
β GARCH Volatility persistence	0.5885	16.59***

γ₁	0.0933	2.14**
γ₂	-0.0820	-1.39
γ₃	-0.0425	-1.05
γ₄	0.0149	0.33
γ₅	0.0802	1.84*
γ₆	-0.1787	-4.76***
γ₇	0.2204	5.06***
γ₈	-0.1252	-2.28**
γ₉	-0.0112	-0.22
γ₁₀	0.0448	1.46

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ABM Industries Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other ABM Industries Inc Analyses