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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	4.1654	3.17***
α ARCH Response to squared shocks	0.3285	2.76***
β GARCH Volatility persistence	0.3491	2.62***

γ₁	10.0714	0.89
γ₂	-5.8129	-0.28
γ₃	-1.5220	-0.10
γ₄	-14.9510	-1.61
γ₅	34.2450	4.57***
γ₆	-44.9479	-4.74***
γ₇	33.1000	3.15***
γ₈	-11.0401	-1.43

V-Lab

TOP Kingwin Ltd Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other TOP Kingwin Ltd Analyses