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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.3421	0.01
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9994	0.01

γ₁	-1,709.2970	-0.07
γ₂	2,088.0890	0.69
γ₃	-293.1528	-0.12
γ₄	-322.4639	-0.16
γ₅	722.9974	0.39
γ₆	-1,353.9570	-0.83

V-Lab

Toyo Securities Co Ltd Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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