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{name} Model Equation

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Param	Value	t-stat
ωconst	4.0795	4.53***
αARCH	0.2761	7.70***
βGARCH	0.4501	7.67***

γ₁	0.6111	5.02***
γ₂	-1.0286	-6.10***
γ₃	0.8348	7.10***
γ₄	-0.6433	-5.29***
γ₅	0.4044	2.88***
γ₆	-0.2728	-1.19
γ₇	-0.0403	-0.15
γ₈	0.4624	2.21**
γ₉	-0.5191	-3.98***

Parameter	Value	t-statistic
ω const Unconditional variance weight	4.0795	4.53***
α ARCH Response to squared shocks	0.2761	7.70***
β GARCH Volatility persistence	0.4501	7.67***

γ₁	0.6111	5.02***
γ₂	-1.0286	-6.10***
γ₃	0.8348	7.10***
γ₄	-0.6433	-5.29***
γ₅	0.4044	2.88***
γ₆	-0.2728	-1.19
γ₇	-0.0403	-0.15
γ₈	0.4624	2.21**
γ₉	-0.5191	-3.98***

V-Lab

Smart Powerr Corp Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Smart Powerr Corp Analyses