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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0104	12.02***
α ARCH Response to squared shocks	0.0196	0.56
β GARCH Volatility persistence	0.9804	666.94***
γ leverage Additional response to negative shocks	1.0000	0.36
δ power Transformation power	1.2795	16.10***

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QVC Group Inc APARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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