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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7469	7.34***
α ARCH Response to squared shocks	0.0996	10.28***
β GARCH Volatility persistence	0.8632	71.57***

γ₁	0.0082	0.28
γ₂	0.0509	1.14
γ₃	-0.1763	-5.64***
γ₄	0.2078	7.44***
γ₅	-0.1497	-5.96***
γ₆	0.1061	3.84***
γ₇	-0.0596	-2.14**
γ₈	0.0076	0.38

V-Lab

NASDAQ Composite Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

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