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{name} Model Equation

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Param	Value	t-stat
ωconst	0.8470	5.99***
αARCH	0.1225	5.72***
βGARCH	0.6370	10.40***

γ₁	0.2510	3.36***
γ₂	-0.5072	-4.77***
γ₃	0.4600	4.65***
γ₄	-0.2762	-3.05***
γ₅	0.0901	1.00
γ₆	-0.0741	-0.81
γ₇	0.1454	1.78*
γ₈	-0.1431	-2.76***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8470	5.99***
α ARCH Response to squared shocks	0.1225	5.72***
β GARCH Volatility persistence	0.6370	10.40***

γ₁	0.2510	3.36***
γ₂	-0.5072	-4.77***
γ₃	0.4600	4.65***
γ₄	-0.2762	-3.05***
γ₅	0.0901	1.00
γ₆	-0.0741	-0.81
γ₇	0.1454	1.78*
γ₈	-0.1431	-2.76***

V-Lab

ams-OSRAM AG Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other ams-OSRAM AG Analyses