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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0699	9.56***
α ARCH Response to squared shocks	0.0559	4.80***
β GARCH Volatility persistence	0.8663	33.79***

γ₁	-0.0249	-1.78*
γ₂	0.0468	2.32**
γ₃	-0.0380	-3.03***
γ₄	0.0358	3.48***
γ₅	-0.0312	-4.44***

V-Lab

ICE US Coffee Arabica Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

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