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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6632	6.57***
α ARCH Response to squared shocks	0.1486	5.11***
β GARCH Volatility persistence	0.7324	16.16***

γ₁	-0.3898	-2.47**
γ₂	0.5502	2.39**
γ₃	-0.3153	-1.95*
γ₄	0.4324	2.10**
γ₅	-0.6483	-3.04***
γ₆	0.7336	3.58***
γ₇	-0.6405	-3.13***
γ₈	0.4403	1.83*
γ₉	-0.2159	-1.06

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Landi Renzo SPA Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

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