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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0474	16.22***
α ARCH Response to squared shocks	0.7922	10.25***
β GARCH Volatility persistence	0.2071	2.68***

γ₁	-4.6366	-0.59
γ₂	10.0694	0.82
γ₃	-15.1190	-1.40
γ₄	26.3674	1.66*
γ₅	-34.4213	-1.36
γ₆	23.0416	1.01
γ₇	14.4449	1.22
γ₈	-41.2322	-4.95***
γ₉	25.0827	2.50**
γ₁₀	-3.6579	-0.53

V-Lab

Namib Minerals Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Namib Minerals Analyses