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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1198	5.70***
α ARCH Response to squared shocks	0.0689	8.28***
β GARCH Volatility persistence	0.8991	78.46***

γ₁	0.0468	2.96***
γ₂	-0.0858	-3.63***
γ₃	0.0698	4.78***
γ₄	-0.0518	-4.30***
γ₅	0.0400	3.36***
γ₆	-0.0288	-3.38***

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BASF SE Zero Slope Spline-GARCH Volatility Analysis

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