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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1252	7.06***
α ARCH Response to squared shocks	0.0768	1.53
β GARCH Volatility persistence	0.0709	0.28

γ₁	-0.8692	-1.12
γ₂	2.3124	2.01**
γ₃	-2.7370	-3.40***
γ₄	2.3774	2.86***
γ₅	-1.4548	-1.39
γ₆	-0.5657	-0.38
γ₇	3.4592	1.79*

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Onterris Inc Spline-GARCH Volatility Analysis

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News Impact Curve

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