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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2245	5.78***
α ARCH Response to squared shocks	0.0948	3.07***
β GARCH Volatility persistence	0.5678	4.33***

γ₁	4.1534	3.18***
γ₂	-7.7474	-3.25***
γ₃	5.0898	2.40**
γ₄	-0.9155	-0.58
γ₅	-1.4797	-1.17
γ₆	0.9423	0.78
γ₇	0.4518	0.39
γ₈	1.2227	0.97
γ₉	-4.1690	-2.82***
γ₁₀	3.0899	2.63***

V-Lab

Dow Inc. Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Dow Inc. Analyses