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{name} Model Equation

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Param	Value	t-stat
ωconst	0.6317	9.20***
αARCH	0.1174	6.38***
βGARCH	0.7114	17.68***

γ₁	-0.0657	-1.79*
γ₂	0.1114	1.97**
γ₃	-0.0876	-2.07**
γ₄	0.0159	0.42
γ₅	0.1511	4.38***
γ₆	-0.2906	-8.91***
γ₇	0.2550	6.38***
γ₈	-0.0701	-1.31
γ₉	-0.0648	-1.16
γ₁₀	0.0602	1.48

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6317	9.20***
α ARCH Response to squared shocks	0.1174	6.38***
β GARCH Volatility persistence	0.7114	17.68***

γ₁	-0.0657	-1.79*
γ₂	0.1114	1.97**
γ₃	-0.0876	-2.07**
γ₄	0.0159	0.42
γ₅	0.1511	4.38***
γ₆	-0.2906	-8.91***
γ₇	0.2550	6.38***
γ₈	-0.0701	-1.31
γ₉	-0.0648	-1.16
γ₁₀	0.0602	1.48

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