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{name} Model Equation

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Param	Value	t-stat
ωconst	0.3698	2.45**
αARCH	0.0000	0.00
βGARCH	0.9982	7.16***

γ₁	129.6741	0.09
γ₂	-584.9879	-0.33
γ₃	850.7400	1.26
γ₄	-555.5144	-0.71
γ₅	659.4334	0.87
γ₆	-1,244.2814	-1.96**
γ₇	1,082.6467	1.96**
γ₈	-713.6279	-1.40
γ₉	2,046.5731	3.77***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.3698	2.45**
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9982	7.16***

γ₁	129.6741	0.09
γ₂	-584.9879	-0.33
γ₃	850.7400	1.26
γ₄	-555.5144	-0.71
γ₅	659.4334	0.87
γ₆	-1,244.2814	-1.96**
γ₇	1,082.6467	1.96**
γ₈	-713.6279	-1.40
γ₉	2,046.5731	3.77***

V-Lab

Pasqal Holding SA Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Pasqal Holding SA Analyses