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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4415	2.92***
α ARCH Response to squared shocks	0.0668	1.35
β GARCH Volatility persistence	0.2530	0.47

γ₁	102.7430	1.53
γ₂	-216.9626	-2.36**
γ₃	322.8651	5.01***
γ₄	-502.9975	-5.63***
γ₅	612.7836	5.96***
γ₆	-605.9363	-7.05***
γ₇	498.5805	6.26***
γ₈	-248.1264	-2.90***
γ₉	51.3289	0.50

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Securitize Corp Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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