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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7241	6.07***
α ARCH Response to squared shocks	0.0795	7.47***
β GARCH Volatility persistence	0.8628	38.85***

γ₁	-0.0532	-1.49
γ₂	0.0956	1.84*
γ₃	-0.1360	-3.53***
γ₄	0.1619	4.16***
γ₅	-0.0805	-1.99**
γ₆	0.0209	0.46
γ₇	-0.0113	-0.22
γ₈	0.0185	0.35
γ₉	-0.0348	-0.82

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