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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.3566	2.02**
α ARCH Response to squared shocks	0.2052	6.23***
β GARCH Volatility persistence	0.7830	28.17***

γ₁	-17.3597	-2.58***
γ₂	43.6672	3.25***
γ₃	-44.0481	-2.57**
γ₄	22.2581	1.54
γ₅	-5.3696	-0.63
γ₆	-0.4251	-0.08
γ₇	2.5672	0.61
γ₈	-0.5993	-0.14
γ₉	-1.7366	-0.46

V-Lab

System1 Inc Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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