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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0475	3.57***
α ARCH Response to squared shocks	0.1462	1.06
β GARCH Volatility persistence	0.0000	0.00

γ₁	-100.4930	-1.40
γ₂	297.0011	2.20**

V-Lab

Liberty Defense Holdings Ltd Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Liberty Defense Holdings Ltd Analyses