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Param	Value	t-stat
ωconst	0.6284	9.17***
αARCH	0.1168	6.38***
βGARCH	0.7131	17.79***

γ₁	-0.0669	-1.83*
γ₂	0.1135	2.01**
γ₃	-0.0905	-2.14**
γ₄	0.0213	0.57
γ₅	0.1438	4.14***
γ₆	-0.2852	-8.68***
γ₇	0.2549	6.36***
γ₈	-0.0736	-1.37
γ₉	-0.0620	-1.10
γ₁₀	0.0598	1.45

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6284	9.17***
α ARCH Response to squared shocks	0.1168	6.38***
β GARCH Volatility persistence	0.7131	17.79***

γ₁	-0.0669	-1.83*
γ₂	0.1135	2.01**
γ₃	-0.0905	-2.14**
γ₄	0.0213	0.57
γ₅	0.1438	4.14***
γ₆	-0.2852	-8.68***
γ₇	0.2549	6.36***
γ₈	-0.0736	-1.37
γ₉	-0.0620	-1.10
γ₁₀	0.0598	1.45

V-Lab

Kelly Services Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Kelly Services Inc Analyses