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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1070	1.91*
α ARCH Response to squared shocks	0.1892	3.15***
β GARCH Volatility persistence	0.6367	6.44***

γ₁	3.6930	1.89*
γ₂	-5.8012	-2.22**
γ₃	4.5857	3.38***
γ₄	-4.1967	-2.77***
γ₅	1.5893	1.05
γ₆	0.4403	0.40

V-Lab

Alpha Compute Corp Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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