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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9634	5.68***
α ARCH Response to squared shocks	0.4684	3.15***
β GARCH Volatility persistence	0.1151	1.38

γ₁	0.0234	0.48
γ₂	0.0107	0.15
γ₃	-0.0711	-2.36**

V-Lab

Chegg Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Chegg Inc Analyses