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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8674	8.82***
α ARCH Response to squared shocks	0.1332	4.48***
β GARCH Volatility persistence	0.5354	6.45***

γ₁	-0.1271	-6.83***
γ₂	0.2229	7.87***
γ₃	-0.1781	-8.03***
γ₄	0.1481	6.12***
γ₅	-0.1069	-3.46***
γ₆	0.0720	1.64

V-Lab

CRA International Inc Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CRA International Inc Analyses