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{name} Model Equation

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Param	Value	t-stat
ωconst	0.4849	3.13***
αARCH	0.2942	3.42***
βGARCH	0.0000	0.00

γ₁	-10.6157	-2.67***
γ₂	14.1526	2.49**
γ₃	-3.2844	-1.09
γ₄	-3.2517	-1.39
γ₅	5.7413	1.90*
γ₆	-3.2447	-1.10

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4849	3.13***
α ARCH Response to squared shocks	0.2942	3.42***
β GARCH Volatility persistence	0.0000	0.00

γ₁	-10.6157	-2.67***
γ₂	14.1526	2.49**
γ₃	-3.2844	-1.09
γ₄	-3.2517	-1.39
γ₅	5.7413	1.90*
γ₆	-3.2447	-1.10

V-Lab

Samhallsbygg I Nor Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Samhallsbygg I Nor Analyses