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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9975	3.63***
α ARCH Response to squared shocks	0.2011	8.04***
β GARCH Volatility persistence	0.5810	16.04***

γ₁	0.0844	1.94*
γ₂	-0.0685	-1.16
γ₃	-0.0488	-1.20
γ₄	0.0158	0.36
γ₅	0.0825	1.91*
γ₆	-0.1808	-4.86***
γ₇	0.2193	5.08***
γ₈	-0.1211	-2.23**
γ₉	-0.0143	-0.29
γ₁₀	0.0452	1.50

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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