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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7837	1.85*
α ARCH Response to squared shocks	0.1868	3.04***
β GARCH Volatility persistence	0.2547	1.74*

γ₁	71.3421	1.69*
γ₂	-143.9946	-2.34**
γ₃	108.5559	3.43***
γ₄	-39.6254	-1.99**
γ₅	-10.8361	-0.49
γ₆	55.4801	2.02**
γ₇	-106.8857	-3.47***
γ₈	141.1061	3.49***
γ₉	-103.6300	-2.13**
γ₁₀	21.9659	0.68

V-Lab

MindForge Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other MindForge Inc Analyses