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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.4108	2.08**
α ARCH Response to squared shocks	0.4934	2.24**
β GARCH Volatility persistence	0.1987	1.24

γ₁	7.2769	0.40
γ₂	-0.2656	-0.01
γ₃	-29.8013	-1.48
γ₄	40.1550	2.29**
γ₅	-15.1375	-1.31
γ₆	-16.5830	-1.30
γ₇	35.2604	2.43**
γ₈	-40.9643	-3.22***
γ₉	31.8375	3.01***
γ₁₀	-14.9496	-1.99**

V-Lab

Millennium GP International Hlngs Ltd Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Millennium GP International Hlngs Ltd Analyses