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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.3820	1.22
α ARCH Response to squared shocks	0.1174	3.30***
β GARCH Volatility persistence	0.8011	8.87***

γ₁	-13.5356	-1.52
γ₂	25.0036	2.14**
γ₃	-21.6489	-4.53***
γ₄	13.9302	3.05***
γ₅	-4.8454	-1.13
γ₆	-0.4494	-0.12
γ₇	8.4361	2.58**
γ₈	-13.3657	-3.58***
γ₉	8.7041	1.99**
γ₁₀	-2.9729	-0.56

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Grab Holdings Limited Spline-GARCH Volatility Analysis

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Volatility Forecast

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