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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0227	3.50***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.8489	0.36

γ₁	-34.7900	-1.34
γ₂	118.2984	2.63***
γ₃	-164.9763	-3.23***
γ₄	106.9188	1.97**
γ₅	-41.7027	-1.02
γ₆	46.6244	1.35
γ₇	-42.2044	-1.20
γ₈	11.8208	0.48

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