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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.5866	9.82***
α ARCH Response to squared shocks	0.1384	4.01***
β GARCH Volatility persistence	0.5499	7.17***

γ₁	0.4312	4.94***
γ₂	-0.6509	-4.45***
γ₃	0.2168	1.80*
γ₄	0.1390	0.98
γ₅	-0.2551	-1.43
γ₆	0.2194	1.20
γ₇	-0.1944	-1.19
γ₈	0.1958	1.21
γ₉	-0.1589	-1.26

V-Lab

Huron Consulting Group Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Huron Consulting Group Inc Analyses