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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0471	2.09**
α ARCH Response to squared shocks	0.2308	1.89*
β GARCH Volatility persistence	0.6975	5.57***

γ₁	-5.5044	-0.60
γ₂	6.2472	0.44
γ₃	30.8274	2.71***
γ₄	-69.6680	-3.29***
γ₅	50.3198	1.81*
γ₆	-18.4848	-0.87
γ₇	14.1241	1.07
γ₈	-8.8834	-0.60
γ₉	-2.0085	-0.16

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Semilux International Ltd -Redh Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Semilux International Ltd -Redh Analyses