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{name} Model Equation

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Param	Value	t-stat
ωconst	2.1084	1.07
αARCH	0.5743	3.63***
βGARCH	0.3883	3.32***

γ₁	-1.8443	-0.52
γ₂	2.2282	0.37
γ₃	-0.5219	-0.11
γ₄	0.9420	0.28
γ₅	-0.8252	-0.37
γ₆	-2.2743	-0.85
γ₇	6.5752	1.97**
γ₈	-8.8239	-2.29**
γ₉	7.6432	2.09**
γ₁₀	-4.1263	-1.70*

Parameter	Value	t-statistic
ω const Unconditional variance weight	2.1084	1.07
α ARCH Response to squared shocks	0.5743	3.63***
β GARCH Volatility persistence	0.3883	3.32***

γ₁	-1.8443	-0.52
γ₂	2.2282	0.37
γ₃	-0.5219	-0.11
γ₄	0.9420	0.28
γ₅	-0.8252	-0.37
γ₆	-2.2743	-0.85
γ₇	6.5752	1.97**
γ₈	-8.8239	-2.29**
γ₉	7.6432	2.09**
γ₁₀	-4.1263	-1.70*

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