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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3817	4.08***
α ARCH Response to squared shocks	0.1668	8.08***
β GARCH Volatility persistence	0.5785	12.22***

γ₁	-0.0903	-1.72*
γ₂	0.2155	3.08***
γ₃	-0.2079	-4.80***
γ₄	0.0737	1.71*
γ₅	0.0707	1.50
γ₆	-0.1619	-3.25***
γ₇	0.2196	4.32***
γ₈	-0.2081	-4.15***
γ₉	0.2222	4.67***
γ₁₀	-0.2274	-6.45***

V-Lab

Cyanotech Corp Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Cyanotech Corp Analyses