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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4593	3.37***
α ARCH Response to squared shocks	0.2260	5.42***
β GARCH Volatility persistence	0.4996	6.57***

γ₁	-0.4447	-0.78
γ₂	0.0167	0.02
γ₃	1.0927	2.21**
γ₄	-1.1808	-2.80***
γ₅	0.6666	2.36**

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