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{name} Model Equation

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Param	Value	t-stat
ωconst	4.1296	1.69*
αARCH	0.2304	2.58***
βGARCH	0.3876	2.55**

γ₁	21.1019	1.34
γ₂	-5.3302	-0.21
γ₃	-43.6699	-1.69*
γ₄	58.4721	2.31**
γ₅	-54.9064	-3.10***
γ₆	33.6080	2.72***
γ₇	-9.1905	-1.21

Parameter	Value	t-statistic
ω const Unconditional variance weight	4.1296	1.69*
α ARCH Response to squared shocks	0.2304	2.58***
β GARCH Volatility persistence	0.3876	2.55**

γ₁	21.1019	1.34
γ₂	-5.3302	-0.21
γ₃	-43.6699	-1.69*
γ₄	58.4721	2.31**
γ₅	-54.9064	-3.10***
γ₆	33.6080	2.72***
γ₇	-9.1905	-1.21

V-Lab

Mobile-Health Network Soltns Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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