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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7122	1.75*
α ARCH Response to squared shocks	0.1537	2.52**
β GARCH Volatility persistence	0.2402	1.28

γ₁	53.8481	1.38
γ₂	-117.4718	-2.03**
γ₃	103.1879	3.22***
γ₄	-58.3148	-2.97***
γ₅	29.5026	1.52
γ₆	-1.4142	-0.06
γ₇	-52.9060	-2.83***
γ₈	126.0286	6.21***
γ₉	-144.8015	-4.76***
γ₁₀	75.0550	2.84***

V-Lab

MindForge Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other MindForge Inc Analyses