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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0203	5.90***
α ARCH Response to squared shocks	0.0780	1.46
β GARCH Volatility persistence	0.1374	0.53

γ₁	-2.4069	-1.55
γ₂	3.8675	1.71*
γ₃	-0.6371	-0.36
γ₄	-2.9011	-1.48
γ₅	4.1029	1.85*
γ₆	-3.3073	-1.45
γ₇	3.1859	1.57
γ₈	-6.0944	-2.45**
γ₉	9.2428	3.48***
γ₁₀	-7.3264	-3.46***

V-Lab

Onterris Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Onterris Inc Analyses