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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0919	1.93*
α ARCH Response to squared shocks	0.1923	3.32***
β GARCH Volatility persistence	0.6309	6.56***

γ₁	3.4890	1.85*
γ₂	-5.4992	-2.19**
γ₃	4.4425	3.38***
γ₄	-4.1835	-2.82***
γ₅	1.5921	1.08
γ₆	0.5326	0.53

V-Lab

Alpha Compute Corp Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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