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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9899	6.53***
α ARCH Response to squared shocks	0.1266	3.27***
β GARCH Volatility persistence	0.6568	7.55***

γ₁	0.0563	0.88
γ₂	-0.1697	-1.67*
γ₃	0.3200	2.48**

V-Lab

Appian Corp Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Appian Corp Analyses