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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6290	9.18***
α ARCH Response to squared shocks	0.1199	6.34***
β GARCH Volatility persistence	0.7001	16.76***

γ₁	-0.0670	-1.81*
γ₂	0.1127	1.98**
γ₃	-0.0852	-2.02**
γ₄	0.0070	0.19
γ₅	0.1654	4.86***
γ₆	-0.3018	-9.38***
γ₇	0.2548	6.40***
γ₈	-0.0612	-1.17
γ₉	-0.0714	-1.32
γ₁₀	0.0610	1.54

V-Lab

Kelly Services Inc Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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