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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.2264	4.83***
α ARCH Response to squared shocks	0.1770	5.21***
β GARCH Volatility persistence	0.5067	5.94***

γ₁	-0.0680	-0.17
γ₂	0.7531	1.28
γ₃	-1.0640	-2.76***
γ₄	0.9518	3.02***
γ₅	-1.2271	-4.19***
γ₆	0.8868	2.95***
γ₇	-0.2301	-0.91
γ₈	0.0284	0.17

V-Lab

AGNT Inc Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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