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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3474	7.36***
α ARCH Response to squared shocks	0.1007	9.55***
β GARCH Volatility persistence	0.8721	72.46***

γ₁	0.0790	5.64***
γ₂	-0.1171	-5.22***
γ₃	0.0589	3.63***
γ₄	-0.0434	-2.99***
γ₅	0.0454	2.87***
γ₆	-0.0318	-2.65***

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S&P 500 Equal Weight Index (EWI) Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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