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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8777	8.83***
α ARCH Response to squared shocks	0.1355	4.57***
β GARCH Volatility persistence	0.5386	6.68***

γ₁	-0.1246	-6.65***
γ₂	0.2186	7.67***
γ₃	-0.1742	-7.85***
γ₄	0.1425	6.14***
γ₅	-0.0963	-3.71***
γ₆	0.0450	2.20**

V-Lab

CRA International Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

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Parameter Estimates

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