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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7339	5.90***
α ARCH Response to squared shocks	0.0730	6.79***
β GARCH Volatility persistence	0.8784	35.44***

γ₁	-0.0501	-1.35
γ₂	0.0910	1.67*
γ₃	-0.1330	-3.25***
γ₄	0.1579	3.80***
γ₅	-0.0754	-1.75*
γ₆	0.0172	0.36
γ₇	-0.0115	-0.22
γ₈	0.0222	0.40
γ₉	-0.0388	-0.86

V-Lab

International Business Machines Corp Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other International Business Machines Corp Analyses