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Param	Value	t-stat
ωconst	0.5732	2.82***
αARCH	0.0747	6.21***
βGARCH	0.8749	42.12***

γ₁	-0.4384	-1.18
γ₂	0.7383	1.57
γ₃	-0.2357	-0.86
γ₄	-0.2720	-1.10
γ₅	0.2505	1.17
γ₆	-0.0675	-0.28
γ₇	0.4421	1.04
γ₈	-0.7695	-1.28
γ₉	0.4368	0.88
γ₁₀	-0.1613	-0.72

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5732	2.82***
α ARCH Response to squared shocks	0.0747	6.21***
β GARCH Volatility persistence	0.8749	42.12***

γ₁	-0.4384	-1.18
γ₂	0.7383	1.57
γ₃	-0.2357	-0.86
γ₄	-0.2720	-1.10
γ₅	0.2505	1.17
γ₆	-0.0675	-0.28
γ₇	0.4421	1.04
γ₈	-0.7695	-1.28
γ₉	0.4368	0.88
γ₁₀	-0.1613	-0.72

V-Lab

Regencell Bioscience Hol Ltd Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Regencell Bioscience Hol Ltd Analyses