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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6727	6.15***
α ARCH Response to squared shocks	0.1144	8.06***
β GARCH Volatility persistence	0.8300	43.60***

γ₁	-0.0567	-0.94
γ₂	0.0653	0.68
γ₃	-0.0500	-0.79
γ₄	0.0541	1.14
γ₅	0.0463	0.82
γ₆	-0.1356	-1.50
γ₇	0.1562	1.60
γ₈	-0.1175	-1.38
γ₉	-0.0425	-0.40
γ₁₀	0.2970	2.16**

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Big Sky Industrial Inc Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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