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{name} Model Equation

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Param	Value	t-stat
ωconst	1.9312	2.35**
αARCH	0.2131	2.12**
βGARCH	0.4557	2.89***

γ₁	115.6418	3.31***
γ₂	-137.9769	-2.59***
γ₃	27.2256	0.56
γ₄	-18.7012	-0.31
γ₅	54.0194	0.88
γ₆	-69.4671	-1.64

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.9312	2.35**
α ARCH Response to squared shocks	0.2131	2.12**
β GARCH Volatility persistence	0.4557	2.89***

γ₁	115.6418	3.31***
γ₂	-137.9769	-2.59***
γ₃	27.2256	0.56
γ₄	-18.7012	-0.31
γ₅	54.0194	0.88
γ₆	-69.4671	-1.64

V-Lab

CID Holdco Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CID Holdco Inc Analyses