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{name} Model Equation

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Param	Value	t-stat
ωconst	0.8575	3.09***
αARCH	0.1403	6.53***
βGARCH	0.7001	15.83***

γ₁	-0.7964	-2.74***
γ₂	1.0493	2.61***
γ₃	-0.2623	-1.02
γ₄	0.1536	0.65
γ₅	-0.3721	-1.85*
γ₆	0.4918	2.70***
γ₇	-0.4563	-2.91***
γ₈	0.2002	1.52
γ₉	0.1556	1.40
γ₁₀	-0.2867	-3.57***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8575	3.09***
α ARCH Response to squared shocks	0.1403	6.53***
β GARCH Volatility persistence	0.7001	15.83***

γ₁	-0.7964	-2.74***
γ₂	1.0493	2.61***
γ₃	-0.2623	-1.02
γ₄	0.1536	0.65
γ₅	-0.3721	-1.85*
γ₆	0.4918	2.70***
γ₇	-0.4563	-2.91***
γ₈	0.2002	1.52
γ₉	0.1556	1.40
γ₁₀	-0.2867	-3.57***

V-Lab

Interactive Brokers Group Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Interactive Brokers Group Inc Analyses