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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9202	4.77***
α ARCH Response to squared shocks	0.1555	6.93***
β GARCH Volatility persistence	0.7536	25.72***

γ₁	0.0577	0.65
γ₂	-0.1354	-1.01
γ₃	0.0991	0.87
γ₄	0.0436	0.33
γ₅	-0.1923	-1.76*
γ₆	0.3684	3.79***
γ₇	-0.5294	-4.53***
γ₈	0.4854	4.28***
γ₉	-0.3168	-3.43***
γ₁₀	0.1684	2.47**

V-Lab

Onity Group Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Onity Group Inc Analyses