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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0419	27.78***
α ARCH Response to squared shocks	0.1964	72.08***
β GARCH Volatility persistence	0.7920	290.54***
γ leverage Additional response to negative shocks	0.1357	26.73***
δ power Transformation power	0.7793	20.81***

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Home Depot Inc/The Asy. Power MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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