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{name} Model Equation

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Param	Value	t-stat
ωconst	0.6099	2.37**
αARCH	0.4034	2.56**
βGARCH	0.0321	0.63

γ₁	-12.4437	-1.76*
γ₂	18.9598	1.71*
γ₃	-12.1262	-1.79*
γ₄	11.4865	2.59***
γ₅	-11.5695	-3.55***
γ₆	12.0217	4.04***
γ₇	-11.8434	-4.12***
γ₈	10.3622	4.53***
γ₉	-7.3321	-5.10***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6099	2.37**
α ARCH Response to squared shocks	0.4034	2.56**
β GARCH Volatility persistence	0.0321	0.63

γ₁	-12.4437	-1.76*
γ₂	18.9598	1.71*
γ₃	-12.1262	-1.79*
γ₄	11.4865	2.59***
γ₅	-11.5695	-3.55***
γ₆	12.0217	4.04***
γ₇	-11.8434	-4.12***
γ₈	10.3622	4.53***
γ₉	-7.3321	-5.10***

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