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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7922	4.96***
α ARCH Response to squared shocks	0.1024	10.26***
β GARCH Volatility persistence	0.8651	72.54***

γ₁	0.0990	3.42***
γ₂	-0.2093	-5.08***
γ₃	0.1926	7.50***
γ₄	-0.1379	-5.45***
γ₅	0.0908	3.02***
γ₆	-0.0337	-1.07
γ₇	-0.0086	-0.20

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S&P 500 Growth Index Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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