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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4559	3.37***
α ARCH Response to squared shocks	0.2217	5.40***
β GARCH Volatility persistence	0.4989	6.50***

γ₁	-0.4661	-0.83
γ₂	0.0692	0.09
γ₃	1.0384	2.19**
γ₄	-1.1554	-2.85***
γ₅	0.6696	2.43**

V-Lab

ATIF Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other ATIF Holdings Ltd Analyses