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{name} Model Equation

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Param	Value	t-stat
ωconst	1.7134	2.35**
αARCH	0.2848	2.63***
βGARCH	0.0161	0.21

γ₁	-1.1671	-0.14
γ₂	-2.5964	-0.20
γ₃	13.1682	1.11
γ₄	-25.1211	-1.28
γ₅	26.9594	1.18
γ₆	-9.2777	-0.55
γ₇	1.3520	0.10
γ₈	-14.8192	-1.14
γ₉	23.0898	2.10**
γ₁₀	-17.3704	-2.62***

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.7134	2.35**
α ARCH Response to squared shocks	0.2848	2.63***
β GARCH Volatility persistence	0.0161	0.21

γ₁	-1.1671	-0.14
γ₂	-2.5964	-0.20
γ₃	13.1682	1.11
γ₄	-25.1211	-1.28
γ₅	26.9594	1.18
γ₆	-9.2777	-0.55
γ₇	1.3520	0.10
γ₈	-14.8192	-1.14
γ₉	23.0898	2.10**
γ₁₀	-17.3704	-2.62***

V-Lab

Shengfeng Development Ltd Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Shengfeng Development Ltd Analyses