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{name} Model Equation

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Param	Value	t-stat
ωconst	0.6044	2.36**
αARCH	0.3843	2.53**
βGARCH	0.0367	0.64

γ₁	-12.5208	-1.72*
γ₂	19.0547	1.68*
γ₃	-12.2367	-1.78*
γ₄	11.7186	2.65***
γ₅	-11.8104	-3.58***
γ₆	12.1489	4.05***
γ₇	-11.8354	-4.13***
γ₈	10.3098	4.46***
γ₉	-7.4196	-4.61***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6044	2.36**
α ARCH Response to squared shocks	0.3843	2.53**
β GARCH Volatility persistence	0.0367	0.64

γ₁	-12.5208	-1.72*
γ₂	19.0547	1.68*
γ₃	-12.2367	-1.78*
γ₄	11.7186	2.65***
γ₅	-11.8104	-3.58***
γ₆	12.1489	4.05***
γ₇	-11.8354	-4.13***
γ₈	10.3098	4.46***
γ₉	-7.4196	-4.61***

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