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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8769	2.89***
α ARCH Response to squared shocks	0.1389	6.16***
β GARCH Volatility persistence	0.7843	24.55***

γ₁	0.0013	0.00
γ₂	0.1770	0.45
γ₃	-0.4156	-1.79*
γ₄	0.3045	1.53
γ₅	-0.1767	-1.00
γ₆	0.4517	2.75***
γ₇	-0.4879	-2.27**
γ₈	0.0000	0.00
γ₉	0.4105	2.01**
γ₁₀	-0.4343	-2.74***

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Remark Holdings Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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