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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.9420	3.40***
α ARCH Response to squared shocks	0.1275	5.09***
β GARCH Volatility persistence	0.7944	20.52***

γ₁	-0.0395	-0.44
γ₂	0.0401	0.29
γ₃	-0.0008	-0.01
γ₄	0.0323	0.35
γ₅	-0.1044	-1.44
γ₆	0.2146	3.46***
γ₇	-0.2725	-3.55***
γ₈	0.2084	2.70***
γ₉	-0.1052	-2.06**

V-Lab

RF Industries Ltd Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other RF Industries Ltd Analyses