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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1684	5.20***
α ARCH Response to squared shocks	0.2913	4.50***
β GARCH Volatility persistence	0.2526	3.08***

γ₁	-0.5745	-1.12
γ₂	1.3808	1.83*
γ₃	-1.5203	-3.05***
γ₄	0.9730	1.67*
γ₅	0.0476	0.08
γ₆	-1.3108	-2.42**
γ₇	2.4128	4.82***
γ₈	-2.4091	-5.59***
γ₉	1.6956	3.98***
γ₁₀	-1.0705	-2.62***

V-Lab

ChronoScale Holdings Corp Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other ChronoScale Holdings Corp Analyses