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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9709	5.59***
α ARCH Response to squared shocks	0.4770	3.17***
β GARCH Volatility persistence	0.1171	1.41

γ₁	0.0225	0.45
γ₂	0.0128	0.18
γ₃	-0.0729	-2.39**

V-Lab

Chegg Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Chegg Inc Analyses