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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.3501	1.05
α ARCH Response to squared shocks	0.6006	3.78***
β GARCH Volatility persistence	0.3695	2.78***

γ₁	-1.9117	-0.50
γ₂	2.2835	0.35
γ₃	-0.5661	-0.12
γ₄	0.9861	0.31
γ₅	-0.4643	-0.20
γ₆	-3.1143	-0.98
γ₇	7.2332	1.87*
γ₈	-8.6597	-1.98**
γ₉	7.0259	1.69*
γ₁₀	-3.8295	-1.28

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