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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5689	3.20***
α ARCH Response to squared shocks	0.1944	4.90***
β GARCH Volatility persistence	0.4666	6.12***

γ₁	-0.8206	-1.46
γ₂	1.2311	1.68*
γ₃	-0.8198	-2.94***
γ₄	0.7376	3.33***
γ₅	-0.7010	-3.91***
γ₆	0.8583	4.61***
γ₇	-0.7233	-4.85***

V-Lab

Epsilon Energy Ltd. Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Epsilon Energy Ltd. Analyses