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{name} Model Equation

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Param	Value	t-stat
ωconst	1.0571	2.74***
αARCH	0.1218	5.91***
βGARCH	0.7675	19.18***

γ₁	0.3125	0.65
γ₂	-0.7766	-1.05
γ₃	0.8389	1.92*
γ₄	-0.6189	-2.02**
γ₅	0.3772	1.81*
γ₆	-0.1166	-0.69
γ₇	-0.1273	-0.68
γ₈	0.3830	1.75*
γ₉	-0.4161	-1.60
γ₁₀	0.1032	0.49

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0571	2.74***
α ARCH Response to squared shocks	0.1218	5.91***
β GARCH Volatility persistence	0.7675	19.18***

γ₁	0.3125	0.65
γ₂	-0.7766	-1.05
γ₃	0.8389	1.92*
γ₄	-0.6189	-2.02**
γ₅	0.3772	1.81*
γ₆	-0.1166	-0.69
γ₇	-0.1273	-0.68
γ₈	0.3830	1.75*
γ₉	-0.4161	-1.60
γ₁₀	0.1032	0.49

V-Lab

Luna Innovations Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Luna Innovations Inc Analyses