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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6311	9.20***
α ARCH Response to squared shocks	0.1179	6.35***
β GARCH Volatility persistence	0.7082	17.39***

γ₁	-0.0656	-1.78*
γ₂	0.1104	1.94*
γ₃	-0.0842	-1.98**
γ₄	0.0085	0.23
γ₅	0.1612	4.69***
γ₆	-0.2982	-9.19***
γ₇	0.2555	6.39***
γ₈	-0.0657	-1.24
γ₉	-0.0671	-1.22
γ₁₀	0.0590	1.47

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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