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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5255	1.94*
α ARCH Response to squared shocks	0.3530	2.60***
β GARCH Volatility persistence	0.0583	0.77

γ₁	-17.7387	-1.87*
γ₂	26.0477	1.96**
γ₃	-13.2271	-2.43**
γ₄	6.2367	1.81*
γ₅	1.7931	0.41
γ₆	-9.2749	-2.26**
γ₇	15.0589	3.58***
γ₈	-17.6383	-4.27***
γ₉	16.1059	4.21***
γ₁₀	-9.4884	-1.82*

V-Lab

QTREX Quantum Ltd Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other QTREX Quantum Ltd Analyses