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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0415	2.74***
α ARCH Response to squared shocks	0.1233	5.88***
β GARCH Volatility persistence	0.7609	18.49***

γ₁	0.3059	0.64
γ₂	-0.7690	-1.05
γ₃	0.8351	1.93*
γ₄	-0.6129	-2.04**
γ₅	0.3695	1.82*
γ₆	-0.1080	-0.64
γ₇	-0.1322	-0.71
γ₈	0.3729	1.71*
γ₉	-0.3803	-1.46
γ₁₀	0.0623	0.30

V-Lab

Luna Innovations Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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