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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8614	7.31***
α ARCH Response to squared shocks	0.1726	7.47***
β GARCH Volatility persistence	0.7443	24.32***

γ₁	-0.0301	-3.30***
γ₂	0.0504	3.73***
γ₃	-0.0411	-4.44***
γ₄	0.0325	4.79***

V-Lab

Leonardo Drs Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Leonardo Drs Inc Analyses