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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	111
α ARCH Response to squared shocks	0.1095	2.14**
β GARCH Volatility persistence	0.5232	9.97***
γ leverage Additional response to negative shocks	0.5000	7.86***
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.49
λ₂ forecast adj. Forecast performance sensitivity	0.1257	0.78
λ₃ tau persistence Long-term factor persistence	0.8743	4.13***

V-Lab

SPI Energy Co Ltd MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other SPI Energy Co Ltd Analyses