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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4588	2.82***
α ARCH Response to squared shocks	0.2823	3.35***
β GARCH Volatility persistence	0.0000	0.00

γ₁	-11.8021	-2.45**
γ₂	15.1161	2.24**
γ₃	-2.4217	-0.73
γ₄	-3.4930	-1.23
γ₅	2.9977	1.01
γ₆	0.7378	0.38

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Samhallsbygg I Nor Zero Slope Spline-GARCH Volatility Analysis

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