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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.4660	6.66***
α ARCH Response to squared shocks	0.1137	6.93***
β GARCH Volatility persistence	0.7842	25.30***

γ₁	0.0241	1.04
γ₂	-0.0004	-0.01
γ₃	-0.0281	-1.23
γ₄	-0.0432	-2.14**
γ₅	0.1114	5.72***
γ₆	-0.0923	-3.64***
γ₇	0.0303	1.25

V-Lab

Simpson Manufacturing Co Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Simpson Manufacturing Co Inc Analyses