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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3796	4.16***
α ARCH Response to squared shocks	0.1627	7.98***
β GARCH Volatility persistence	0.5781	12.00***

γ₁	-0.0899	-1.75*
γ₂	0.2157	3.15***
γ₃	-0.2104	-4.95***
γ₄	0.0787	1.86*
γ₅	0.0648	1.40
γ₆	-0.1565	-3.15***
γ₇	0.2163	4.26***
γ₈	-0.2069	-4.17***
γ₉	0.2211	4.75***
γ₁₀	-0.2270	-6.59***

V-Lab

Cyanotech Corp Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Cyanotech Corp Analyses