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{name} Model Equation

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Param	Value	t-stat
ωconst	0.6863	2.39**
αARCH	0.2332	2.46**
βGARCH	0.6866	7.92***

γ₁	0.0444	0.16
γ₂	0.0893	0.22
γ₃	-0.3338	-1.35
γ₄	0.2524	1.17
γ₅	-0.1515	-0.84
γ₆	0.4283	2.55**
γ₇	-0.4511	-1.91*
γ₈	-0.0666	-0.23
γ₉	0.5390	2.35**
γ₁₀	-0.5795	-3.25***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6863	2.39**
α ARCH Response to squared shocks	0.2332	2.46**
β GARCH Volatility persistence	0.6866	7.92***

γ₁	0.0444	0.16
γ₂	0.0893	0.22
γ₃	-0.3338	-1.35
γ₄	0.2524	1.17
γ₅	-0.1515	-0.84
γ₆	0.4283	2.55**
γ₇	-0.4511	-1.91*
γ₈	-0.0666	-0.23
γ₉	0.5390	2.35**
γ₁₀	-0.5795	-3.25***

V-Lab

Remark Holdings Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Remark Holdings Inc Analyses