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{name} Model Equation

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Param	Value	t-stat
ωconst	1.5731	2.52**
αARCH	0.2003	2.77***
βGARCH	0.2840	1.35

γ₁	-52.0379	-2.97***
γ₂	85.2965	3.14***
γ₃	-75.6973	-3.36***
γ₄	92.5365	4.10***
γ₅	-81.8330	-3.16***
γ₆	46.0125	2.52**

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.5731	2.52**
α ARCH Response to squared shocks	0.2003	2.77***
β GARCH Volatility persistence	0.2840	1.35

γ₁	-52.0379	-2.97***
γ₂	85.2965	3.14***
γ₃	-75.6973	-3.36***
γ₄	92.5365	4.10***
γ₅	-81.8330	-3.16***
γ₆	46.0125	2.52**

V-Lab

Renatus Tactical Acqu Corp I Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Renatus Tactical Acqu Corp I Analyses