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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.4750	8.25***
α ARCH Response to squared shocks	0.1742	3.74***
β GARCH Volatility persistence	0.1627	1.94*

γ₁	0.0819	1.25
γ₂	-0.0783	-0.69
γ₃	-0.0750	-0.85
γ₄	0.1262	1.82*
γ₅	0.0000	0.00
γ₆	-0.1413	-1.33
γ₇	0.1615	1.91*
γ₈	-0.1148	-2.24**

V-Lab

NETGEAR Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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