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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5756	5.36***
α ARCH Response to squared shocks	0.0488	1.47
β GARCH Volatility persistence	0.7747	5.03***

γ₁	-3.3538	-3.20***
γ₂	4.1078	2.93***

V-Lab

Moreld AS Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Moreld AS Analyses