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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.7049	2.42**
α ARCH Response to squared shocks	0.2989	2.46**
β GARCH Volatility persistence	0.0070	0.09

γ₁	0.5540	0.05
γ₂	-8.8072	-0.48
γ₃	25.1358	1.35
γ₄	-41.0782	-1.65*
γ₅	41.8989	1.93*
γ₆	-23.4921	-2.08**
γ₇	16.5103	1.51
γ₈	-16.7972	-1.00
γ₉	-2.2753	-0.10
γ₁₀	30.6941	1.13

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Shengfeng Development Ltd Spline-GARCH Volatility Analysis

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