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{name} Model Equation

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Param	Value	t-stat
ωconst	0.5762	3.02***
αARCH	0.1120	3.70***
βGARCH	0.6901	8.74***

γ₁	-0.5970	-2.38**
γ₂	0.7583	2.28**
γ₃	-0.2455	-1.26
γ₄	0.2157	1.07
γ₅	-0.2480	-1.40
γ₆	0.1499	0.97
γ₇	0.0457	0.31
γ₈	-0.1861	-1.15
γ₉	0.1480	1.32

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5762	3.02***
α ARCH Response to squared shocks	0.1120	3.70***
β GARCH Volatility persistence	0.6901	8.74***

γ₁	-0.5970	-2.38**
γ₂	0.7583	2.28**
γ₃	-0.2455	-1.26
γ₄	0.2157	1.07
γ₅	-0.2480	-1.40
γ₆	0.1499	0.97
γ₇	0.0457	0.31
γ₈	-0.1861	-1.15
γ₉	0.1480	1.32

V-Lab

SRT Marine Systems PLC Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other SRT Marine Systems PLC Analyses