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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3100	6.35***
α ARCH Response to squared shocks	0.0798	8.73***
β GARCH Volatility persistence	0.8787	68.39***

γ₁	-0.0010	-0.03
γ₂	0.0541	1.01
γ₃	-0.1506	-3.65***
γ₄	0.1762	4.82***
γ₅	-0.1097	-2.49**
γ₆	0.0428	0.74
γ₇	-0.0244	-0.47
γ₈	0.0401	0.86
γ₉	-0.0448	-1.34

V-Lab

Microsoft Corp Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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