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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1902	0.00
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	1.0000	0.00

γ₁	50.1692	0.00
γ₂	-123.2694	-0.04
γ₃	198.9421	0.06

V-Lab

Ctac NV Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Ctac NV Analyses