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{name} Model Equation

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Param	Value	t-stat
ωconst	1.0345	1.83*
αARCH	0.2709	2.78***
βGARCH	0.2575	2.02**

γ₁	-1.4063	-0.07
γ₂	18.7738	0.67
γ₃	-40.7447	-1.77*
γ₄	42.0182	1.78*
γ₅	-43.0856	-1.43
γ₆	50.2266	1.48
γ₇	-49.6389	-2.09**
γ₈	60.8821	2.38**
γ₉	-72.5593	-2.20**
γ₁₀	48.0876	2.07**

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0345	1.83*
α ARCH Response to squared shocks	0.2709	2.78***
β GARCH Volatility persistence	0.2575	2.02**

γ₁	-1.4063	-0.07
γ₂	18.7738	0.67
γ₃	-40.7447	-1.77*
γ₄	42.0182	1.78*
γ₅	-43.0856	-1.43
γ₆	50.2266	1.48
γ₇	-49.6389	-2.09**
γ₈	60.8821	2.38**
γ₉	-72.5593	-2.20**
γ₁₀	48.0876	2.07**

V-Lab

Cheetah NET Suply CN SER Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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