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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5387	1.99**
α ARCH Response to squared shocks	0.3628	2.66***
β GARCH Volatility persistence	0.0455	0.72

γ₁	-17.0588	-1.82*
γ₂	25.1626	1.89*
γ₃	-13.1623	-2.31**
γ₄	6.9006	2.05**
γ₅	0.4796	0.12
γ₆	-7.6903	-1.97**
γ₇	13.7814	3.34***
γ₈	-17.2259	-4.21***
γ₉	16.9530	5.07***
γ₁₀	-12.2388	-5.39***

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