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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5303	1.88*
α ARCH Response to squared shocks	0.3576	2.57**
β GARCH Volatility persistence	0.0885	0.92

γ₁	-17.8866	-1.81*
γ₂	25.7672	1.90*
γ₃	-11.8160	-2.31**
γ₄	3.7809	0.95
γ₅	4.8948	0.94
γ₆	-12.2237	-2.66***
γ₇	16.9961	3.97***
γ₈	-18.0289	-4.56***
γ₉	15.4333	4.75***
γ₁₀	-10.3202	-3.91***

V-Lab

QTREX Quantum Ltd Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other QTREX Quantum Ltd Analyses