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{name} Model Equation

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Param	Value	t-stat
ωconst	0.9185	4.70***
αARCH	0.1557	6.94***
βGARCH	0.7542	25.88***

γ₁	0.0692	0.78
γ₂	-0.1599	-1.22
γ₃	0.1258	1.14
γ₄	0.0152	0.12
γ₅	-0.1603	-1.49
γ₆	0.3345	3.59***
γ₇	-0.5095	-4.47***
γ₈	0.5004	4.25***
γ₉	-0.3832	-3.56***
γ₁₀	0.3401	2.07**

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9185	4.70***
α ARCH Response to squared shocks	0.1557	6.94***
β GARCH Volatility persistence	0.7542	25.88***

γ₁	0.0692	0.78
γ₂	-0.1599	-1.22
γ₃	0.1258	1.14
γ₄	0.0152	0.12
γ₅	-0.1603	-1.49
γ₆	0.3345	3.59***
γ₇	-0.5095	-4.47***
γ₈	0.5004	4.25***
γ₉	-0.3832	-3.56***
γ₁₀	0.3401	2.07**

V-Lab

Onity Group Inc Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Onity Group Inc Analyses