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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.6665	2.82***
α ARCH Response to squared shocks	0.1376	5.84***
β GARCH Volatility persistence	0.7879	27.32***

γ₁	0.8328	1.33
γ₂	-0.5842	-0.63
γ₃	-0.4125	-0.56
γ₄	0.9703	1.40
γ₅	-2.2840	-2.81***
γ₆	2.8572	3.50***
γ₇	-2.0157	-2.94***
γ₈	0.5066	0.74
γ₉	0.3233	0.65

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