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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.2054	4.80***
α ARCH Response to squared shocks	0.1778	5.17***
β GARCH Volatility persistence	0.5032	5.82***

γ₁	-0.0889	-0.22
γ₂	0.7959	1.33
γ₃	-1.1105	-2.83***
γ₄	1.0060	3.16***
γ₅	-1.2732	-4.30***
γ₆	0.9065	3.01***
γ₇	-0.2434	-0.96
γ₈	0.0477	0.27

V-Lab

AGNT Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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