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Param	Value	t-stat
ωconst	0.4753	3.10***
αARCH	0.2658	3.25***
βGARCH	0.0000	0.00

γ₁	-10.9306	-2.69***
γ₂	14.5186	2.52**
γ₃	-3.4045	-1.15
γ₄	-2.6136	-1.18
γ₅	3.5593	1.41
γ₆	-1.4202	-0.46

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4753	3.10***
α ARCH Response to squared shocks	0.2658	3.25***
β GARCH Volatility persistence	0.0000	0.00

γ₁	-10.9306	-2.69***
γ₂	14.5186	2.52**
γ₃	-3.4045	-1.15
γ₄	-2.6136	-1.18
γ₅	3.5593	1.41
γ₆	-1.4202	-0.46

V-Lab

Samhallsbygg I Nor Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Samhallsbygg I Nor Analyses