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Param	Value	t-stat
ωconst	1.6377	2.19**
αARCH	0.4269	0.43
βGARCH	0.5730	0.57

γ₁	22.1208	1.91*
γ₂	-36.8974	-2.22**
γ₃	19.6283	2.39**
γ₄	-10.6843	-1.09
γ₅	8.1473	0.82
γ₆	-3.9329	-0.66
γ₇	4.0605	0.50
γ₈	-5.4254	-0.68
γ₉	5.5672	0.72
γ₁₀	-3.2779	-0.57

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.6377	2.19**
α ARCH Response to squared shocks	0.4269	0.43
β GARCH Volatility persistence	0.5730	0.57

γ₁	22.1208	1.91*
γ₂	-36.8974	-2.22**
γ₃	19.6283	2.39**
γ₄	-10.6843	-1.09
γ₅	8.1473	0.82
γ₆	-3.9329	-0.66
γ₇	4.0605	0.50
γ₈	-5.4254	-0.68
γ₉	5.5672	0.72
γ₁₀	-3.2779	-0.57

V-Lab

Gorilla Techno Gro Inc -Redh Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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