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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0442	0.58
α ARCH Response to squared shocks	0.5095	2.94***
β GARCH Volatility persistence	0.4735	3.67***

γ₁	0.8626	2.16**
γ₂	-1.9985	-2.95***
γ₃	2.1245	3.51***
γ₄	-1.6271	-3.16***
γ₅	1.3299	3.41***
γ₆	-1.4889	-3.99***
γ₇	1.4846	3.43***
γ₈	-1.0597	-1.71*
γ₉	0.3980	0.70

V-Lab

QVC Group Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other QVC Group Inc Analyses