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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7334	3.79***
α ARCH Response to squared shocks	0.1248	7.26***
β GARCH Volatility persistence	0.7972	23.69***

γ₁	0.1817	0.71
γ₂	-0.5515	-1.50
γ₃	0.8120	3.50***
γ₄	-0.6916	-2.61***
γ₅	0.5178	1.96*
γ₆	-0.6246	-2.64***
γ₇	0.6482	3.54***
γ₈	-0.3258	-2.42**
γ₉	-0.0618	-0.64

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Centiel AG Zero Slope Spline-GARCH Volatility Analysis

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