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{name} Model Equation

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Param	Value	t-stat
ωconst	1.4494	2.72***
αARCH	0.2586	2.80***
βGARCH	0.6614	7.36***

γ₁	1.7240	2.67***
γ₂	-3.9313	-3.27***

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.4494	2.72***
α ARCH Response to squared shocks	0.2586	2.80***
β GARCH Volatility persistence	0.6614	7.36***

γ₁	1.7240	2.67***
γ₂	-3.9313	-3.27***

V-Lab

Pineapple Financial Inc Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Pineapple Financial Inc Analyses