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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9224	4.71***
α ARCH Response to squared shocks	0.1534	6.93***
β GARCH Volatility persistence	0.7596	26.78***

γ₁	0.0577	0.65
γ₂	-0.1395	-1.05
γ₃	0.1136	1.01
γ₄	0.0167	0.13
γ₅	-0.1539	-1.41
γ₆	0.3240	3.39***
γ₇	-0.4941	-4.23***
γ₈	0.4709	4.00***
γ₉	-0.3187	-3.40***
γ₁₀	0.1754	2.63***

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