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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7793	4.89***
α ARCH Response to squared shocks	0.1024	10.24***
β GARCH Volatility persistence	0.8651	72.35***

γ₁	0.0949	3.26***
γ₂	-0.2026	-4.89***
γ₃	0.1876	7.31***
γ₄	-0.1331	-5.30***
γ₅	0.0861	2.93***
γ₆	-0.0289	-1.02
γ₇	-0.0164	-0.83

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S&P 500 Growth Index Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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