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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7565	6.11***
α ARCH Response to squared shocks	0.1114	7.92***
β GARCH Volatility persistence	0.8436	47.24***

γ₁	-0.0201	-0.31
γ₂	0.0098	0.09
γ₃	-0.0187	-0.27
γ₄	0.0340	0.65
γ₅	0.0595	0.96
γ₆	-0.1472	-1.51
γ₇	0.1716	1.66*
γ₈	-0.1459	-1.67*
γ₉	0.0253	0.25
γ₁₀	0.0701	0.86

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Big Sky Industrial Inc Zero Slope Spline-GARCH Volatility Analysis

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