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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	4.2029	3.18***
α ARCH Response to squared shocks	0.3349	2.86***
β GARCH Volatility persistence	0.3492	2.71***

γ₁	9.9937	0.88
γ₂	-5.6649	-0.27
γ₃	-1.6633	-0.11
γ₄	-14.6573	-1.57
γ₅	33.4077	4.30***
γ₆	-42.7568	-4.15***
γ₇	27.2621	2.25**
γ₈	4.0776	0.27

V-Lab

TOP Kingwin Ltd Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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