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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.8501	4.50***
α ARCH Response to squared shocks	0.0717	3.69***
β GARCH Volatility persistence	0.7891	10.87***

γ₁	0.2782	2.94***
γ₂	-0.3372	-2.60***
γ₃	0.0208	0.25
γ₄	0.1326	1.30

V-Lab

Etsy Inc Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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