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{name} Model Equation

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Param	Value	t-stat
ωconst	1.9359	1.13
αARCH	0.5602	3.36***
βGARCH	0.3939	3.45***

γ₁	-1.7768	-0.54
γ₂	2.1527	0.38
γ₃	-0.4648	-0.10
γ₄	0.8792	0.26
γ₅	-1.0002	-0.45
γ₆	-1.7438	-0.71
γ₇	5.9677	2.01**
γ₈	-8.4788	-2.45**
γ₉	7.4914	2.20**
γ₁₀	-3.9807	-1.79*

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.9359	1.13
α ARCH Response to squared shocks	0.5602	3.36***
β GARCH Volatility persistence	0.3939	3.45***

γ₁	-1.7768	-0.54
γ₂	2.1527	0.38
γ₃	-0.4648	-0.10
γ₄	0.8792	0.26
γ₅	-1.0002	-0.45
γ₆	-1.7438	-0.71
γ₇	5.9677	2.01**
γ₈	-8.4788	-2.45**
γ₉	7.4914	2.20**
γ₁₀	-3.9807	-1.79*

V-Lab

Rocket One Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Rocket One Inc Analyses