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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.5588	2.89***
α ARCH Response to squared shocks	0.7002	5.14***
β GARCH Volatility persistence	0.2994	2.21**

γ₁	-240.3179	-1.04
γ₂	231.4938	0.80
γ₃	49.2739	0.37
γ₄	-27.8995	-0.22
γ₅	-79.5286	-0.58
γ₆	137.4281	1.12
γ₇	9.5463	0.11
γ₈	-291.7604	-2.24**
γ₉	422.8978	2.53**
γ₁₀	-299.1980	-2.61***

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Inlif Ltd Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

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