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Param	Value	t-stat
ωconst	1.3914	6.58***
αARCH	0.0703	2.19**
βGARCH	0.4907	2.38**

γ₁	-4.3700	-2.28**
γ₂	10.1803	3.21***
γ₃	-10.0743	-4.01***
γ₄	6.6411	2.88***
γ₅	-3.6136	-1.34
γ₆	1.1761	0.31
γ₇	1.9391	0.50
γ₈	-5.5249	-1.94*
γ₉	7.2956	3.15***
γ₁₀	-5.0006	-2.76***

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3914	6.58***
α ARCH Response to squared shocks	0.0703	2.19**
β GARCH Volatility persistence	0.4907	2.38**

γ₁	-4.3700	-2.28**
γ₂	10.1803	3.21***
γ₃	-10.0743	-4.01***
γ₄	6.6411	2.88***
γ₅	-3.6136	-1.34
γ₆	1.1761	0.31
γ₇	1.9391	0.50
γ₈	-5.5249	-1.94*
γ₉	7.2956	3.15***
γ₁₀	-5.0006	-2.76***

V-Lab

Palantir Technologies Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Palantir Technologies Inc Analyses