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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0758	2.93***
α ARCH Response to squared shocks	0.0229	0.80
β GARCH Volatility persistence	0.4769	0.39

γ₁	-16.3087	-1.42
γ₂	51.4256	2.35**
γ₃	-70.2328	-3.08***
γ₄	84.7440	2.90***

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Lianhe Sowell International Group Ltd Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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