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{name} Model Equation

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Spline Coefficients

Value at Risk (VaR) estimates the maximum loss at a given confidence level. Expected Shortfall (ES) estimates the average loss beyond VaR.

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5578	2.79***
α ARCH Response to squared shocks	0.0783	6.30***
β GARCH Volatility persistence	0.8676	39.67***

γ₁	-0.4620	-1.25
γ₂	0.7702	1.65*
γ₃	-0.2413	-0.88
γ₄	-0.2869	-1.17
γ₅	0.2790	1.32
γ₆	-0.1053	-0.44
γ₇	0.4925	1.18
γ₈	-0.8500	-1.46
γ₉	0.6424	1.31
γ₁₀	-0.8168	-2.14**

V-Lab

Regencell Bioscience Hol Ltd Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Regencell Bioscience Hol Ltd Analyses