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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6042	2.82***
α ARCH Response to squared shocks	0.0705	4.92***
β GARCH Volatility persistence	0.8681	31.83***

γ₁	-0.2518	-0.90
γ₂	0.5838	1.50
γ₃	-0.5322	-3.24***
γ₄	0.1772	1.71*
γ₅	0.1461	1.50
γ₆	0.0025	0.03
γ₇	-0.3011	-3.47***
γ₈	0.1732	1.38

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