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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8572	7.27***
α ARCH Response to squared shocks	0.1731	7.46***
β GARCH Volatility persistence	0.7437	24.27***

γ₁	-0.0307	-3.33***
γ₂	0.0514	3.76***
γ₃	-0.0417	-4.44***
γ₄	0.0328	4.78***

V-Lab

Leonardo Drs Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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