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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7346	3.88***
α ARCH Response to squared shocks	0.1285	7.35***
β GARCH Volatility persistence	0.7846	22.74***

γ₁	0.1869	0.75
γ₂	-0.5587	-1.56
γ₃	0.8178	3.67***
γ₄	-0.6980	-2.77***
γ₅	0.5219	2.05**
γ₆	-0.6232	-2.68***
γ₇	0.6277	3.42***
γ₈	-0.2327	-1.40
γ₉	-0.4059	-1.11

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Centiel AG Spline-GARCH Volatility Analysis

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News Impact Curve

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