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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6402	3.59***
α ARCH Response to squared shocks	0.1483	1.20
β GARCH Volatility persistence	0.0025	0.00

γ₁	-15.8794	-2.44**
γ₂	20.7290	2.60***

V-Lab

NextBoat Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other NextBoat Inc Analyses