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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2882	1.66*
α ARCH Response to squared shocks	0.0964	2.53**
β GARCH Volatility persistence	0.8956	21.46***

γ₁	8.1264	2.35**
γ₂	-13.7164	-2.41**
γ₃	7.8725	1.95*
γ₄	0.1791	0.04
γ₅	-7.5663	-1.16
γ₆	8.7151	1.57
γ₇	-5.2177	-1.58
γ₈	3.5351	1.32
γ₉	-1.6512	-0.63
γ₁₀	-1.7431	-1.04

V-Lab

SPI Energy Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other SPI Energy Co Ltd Analyses