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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.5077	2.86***
α ARCH Response to squared shocks	0.1334	5.78***
β GARCH Volatility persistence	0.7966	28.11***

γ₁	0.7153	1.16
γ₂	-0.4475	-0.49
γ₃	-0.4203	-0.58
γ₄	0.8906	1.30
γ₅	-2.1278	-2.61***
γ₆	2.7206	3.24***
γ₇	-1.9476	-2.83***
γ₈	0.4084	0.61
γ₉	0.4679	0.96

V-Lab

MVB Financial Corp. Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other MVB Financial Corp. Analyses