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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7487	7.35***
α ARCH Response to squared shocks	0.0999	10.29***
β GARCH Volatility persistence	0.8630	71.56***

γ₁	0.0082	0.28
γ₂	0.0511	1.14
γ₃	-0.1769	-5.65***
γ₄	0.2083	7.45***
γ₅	-0.1498	-5.95***
γ₆	0.1060	3.82***
γ₇	-0.0596	-2.14**
γ₈	0.0079	0.39

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NASDAQ Composite Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

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