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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7037	6.49***
α ARCH Response to squared shocks	0.0713	5.84***
β GARCH Volatility persistence	0.8806	41.72***

γ₁	-0.0363	-3.44***
γ₂	0.0577	3.61***
γ₃	-0.0185	-1.17

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LANXESS AG Spline-GARCH Volatility Analysis

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