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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1807	5.25***
α ARCH Response to squared shocks	0.2903	4.53***
β GARCH Volatility persistence	0.2569	3.12***

γ₁	-0.5636	-1.11
γ₂	1.3653	1.82*
γ₃	-1.4985	-2.98***
γ₄	0.9203	1.55
γ₅	0.1349	0.22
γ₆	-1.4169	-2.56**
γ₇	2.4926	4.92***
γ₈	-2.4230	-5.58***
γ₉	1.6569	3.81***
γ₁₀	-1.0237	-2.46**

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ChronoScale Holdings Corp Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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