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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2390	0.06
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9968	0.15

γ₁	-693.3413	-0.03
γ₂	504.1164	0.04
γ₃	75.9617	0.01
γ₄	614.2240	0.24
γ₅	-873.2142	-0.46
γ₆	943.8980	0.93
γ₇	-1,454.8277	-1.42
γ₈	1,163.6840	1.62
γ₉	160.9724	0.17
γ₁₀	-696.1522	-1.05

V-Lab

Bleichroeder Acquisition Corp II Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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