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Param	Value	t-stat
ωconst	1.7073	2.41**
αARCH	0.4300	0.40
βGARCH	0.5699	0.53

γ₁	23.5060	1.94*
γ₂	-38.8467	-2.26**
γ₃	20.5792	2.49**
γ₄	-12.0823	-1.29
γ₅	10.8026	1.28
γ₆	-7.9255	-1.39
γ₇	9.0091	0.90
γ₈	-10.0195	-1.05
γ₉	8.6965	0.89
γ₁₀	-4.7876	-0.65

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.7073	2.41**
α ARCH Response to squared shocks	0.4300	0.40
β GARCH Volatility persistence	0.5699	0.53

γ₁	23.5060	1.94*
γ₂	-38.8467	-2.26**
γ₃	20.5792	2.49**
γ₄	-12.0823	-1.29
γ₅	10.8026	1.28
γ₆	-7.9255	-1.39
γ₇	9.0091	0.90
γ₈	-10.0195	-1.05
γ₉	8.6965	0.89
γ₁₀	-4.7876	-0.65

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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