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{name} Model Equation

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Param	Value	t-stat
ωconst	1.1104	4.40***
αARCH	0.1695	1.71*
βGARCH	0.0000	0.00

γ₁	-34.6545	-1.01
γ₂	126.6020	2.16**
γ₃	-180.4280	-2.87***
γ₄	115.1194	1.75*
γ₅	-42.1460	-0.81
γ₆	38.7689	0.95
γ₇	-25.6007	-0.79
γ₈	2.0484	0.07
γ₉	-2.3239	-0.12

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1104	4.40***
α ARCH Response to squared shocks	0.1695	1.71*
β GARCH Volatility persistence	0.0000	0.00

γ₁	-34.6545	-1.01
γ₂	126.6020	2.16**
γ₃	-180.4280	-2.87***
γ₄	115.1194	1.75*
γ₅	-42.1460	-0.81
γ₆	38.7689	0.95
γ₇	-25.6007	-0.79
γ₈	2.0484	0.07
γ₉	-2.3239	-0.12

V-Lab

Skyline Builders Group HLD Ltd Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Skyline Builders Group HLD Ltd Analyses