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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2400	1.77*
α ARCH Response to squared shocks	0.1795	3.29***
β GARCH Volatility persistence	0.6386	6.64***

γ₁	5.2577	1.72*
γ₂	-7.2179	-1.74*
γ₃	2.6282	1.19
γ₄	1.0455	0.50
γ₅	-4.4664	-1.91*
γ₆	3.6178	1.47
γ₇	-0.8074	-0.48

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Alpha Compute Corp Zero Slope Spline-GARCH Volatility Analysis

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