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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.3966	1.27
α ARCH Response to squared shocks	0.1153	3.26***
β GARCH Volatility persistence	0.8071	9.13***

γ₁	-12.2134	-1.41
γ₂	22.7654	1.98**
γ₃	-20.3822	-4.25***
γ₄	13.8847	3.11***
γ₅	-5.8278	-1.35
γ₆	1.5316	0.38
γ₇	5.7546	1.67*
γ₈	-11.6891	-3.52***
γ₉	8.6909	2.36**
γ₁₀	-2.7407	-1.06

V-Lab

Grab Holdings Limited Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Grab Holdings Limited Analyses