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{name} Model Equation

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Param	Value	t-stat
ωconst	3.0794	2.90***
αARCH	0.2387	2.47**
βGARCH	0.5587	4.19***

γ₁	29.9634	3.60***
γ₂	-36.6040	-3.13***
γ₃	5.7590	0.63
γ₄	17.4044	1.63
γ₅	-39.3362	-3.37***
γ₆	36.3216	3.47***
γ₇	-25.0029	-2.40**
γ₈	18.5668	2.36**

Parameter	Value	t-statistic
ω const Unconditional variance weight	3.0794	2.90***
α ARCH Response to squared shocks	0.2387	2.47**
β GARCH Volatility persistence	0.5587	4.19***

γ₁	29.9634	3.60***
γ₂	-36.6040	-3.13***
γ₃	5.7590	0.63
γ₄	17.4044	1.63
γ₅	-39.3362	-3.37***
γ₆	36.3216	3.47***
γ₇	-25.0029	-2.40**
γ₈	18.5668	2.36**

V-Lab

Pineapple Financial Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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