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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9886	2.90***
α ARCH Response to squared shocks	0.1344	6.01***
β GARCH Volatility persistence	0.7347	17.71***

γ₁	0.1536	0.50
γ₂	-0.4837	-1.00
γ₃	0.6293	1.89*
γ₄	-0.5364	-1.76*
γ₅	0.4507	1.56
γ₆	-0.3722	-1.68*
γ₇	0.3374	1.74*
γ₈	-0.1740	-0.81
γ₉	-0.1066	-0.65

V-Lab

Luna Innovations Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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