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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	3,758.6570	3.54***
α ARCH Response to squared shocks	0.1721	69.55***
β GARCH Volatility persistence	0.9776	165.87***
ν DF Student-t tail thickness	2.0310	1,378.84***

V-Lab

SPI Energy Co Ltd GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other SPI Energy Co Ltd Analyses