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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0779	3.35***
α ARCH Response to squared shocks	0.1888	3.17***
β GARCH Volatility persistence	0.0000	0.00

γ₁	-6.4515	-0.63
γ₂	26.4796	1.77*
γ₃	-41.0412	-4.88***
γ₄	28.4182	3.37***
γ₅	0.3540	0.03
γ₆	-27.8557	-2.29**
γ₇	50.0706	5.05***
γ₈	-55.6330	-4.59***
γ₉	34.8333	2.94***
γ₁₀	-9.4965	-1.38

V-Lab

Brera Holdings Plc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Brera Holdings Plc Analyses