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{name} Model Equation

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Param	Value	t-stat
ωconst	1.0302	4.75***
αARCH	0.0645	7.64***
βGARCH	0.9108	83.89***

γ₁	-0.0017	-0.04
γ₂	0.0828	1.31
γ₃	-0.2105	-5.47***
γ₄	0.2400	5.78***
γ₅	-0.1622	-3.48***
γ₆	0.0386	0.88
γ₇	0.0524	1.24
γ₈	-0.0490	-1.08
γ₉	0.0009	0.02

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0302	4.75***
α ARCH Response to squared shocks	0.0645	7.64***
β GARCH Volatility persistence	0.9108	83.89***

γ₁	-0.0017	-0.04
γ₂	0.0828	1.31
γ₃	-0.2105	-5.47***
γ₄	0.2400	5.78***
γ₅	-0.1622	-3.48***
γ₆	0.0386	0.88
γ₇	0.0524	1.24
γ₈	-0.0490	-1.08
γ₉	0.0009	0.02

V-Lab

Bayerische Motoren Werke AG Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

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