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{name} Model Equation

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Param	Value	t-stat
ωconst	0.6772	6.45***
αARCH	0.1436	4.98***
βGARCH	0.7479	16.38***

γ₁	-0.3673	-2.26**
γ₂	0.5097	2.15**
γ₃	-0.2717	-1.66*
γ₄	0.3784	1.84*
γ₅	-0.5985	-2.85***
γ₆	0.6973	3.51***
γ₇	-0.6145	-3.21***
γ₈	0.4215	1.87*
γ₉	-0.2042	-1.07

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6772	6.45***
α ARCH Response to squared shocks	0.1436	4.98***
β GARCH Volatility persistence	0.7479	16.38***

γ₁	-0.3673	-2.26**
γ₂	0.5097	2.15**
γ₃	-0.2717	-1.66*
γ₄	0.3784	1.84*
γ₅	-0.5985	-2.85***
γ₆	0.6973	3.51***
γ₇	-0.6145	-3.21***
γ₈	0.4215	1.87*
γ₉	-0.2042	-1.07

V-Lab

Landi Renzo SPA Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Landi Renzo SPA Analyses