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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.2014	4.84***
α ARCH Response to squared shocks	0.1747	5.13***
β GARCH Volatility persistence	0.5021	5.72***

γ₁	-0.0867	-0.21
γ₂	0.7899	1.35
γ₃	-1.1027	-2.86***
γ₄	0.9976	3.17***
γ₅	-1.2801	-4.37***
γ₆	0.9580	3.12***
γ₇	-0.3727	-1.20
γ₈	0.3953	0.76

V-Lab

AGNT Inc Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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