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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9080	6.98***
α ARCH Response to squared shocks	0.1992	5.46***
β GARCH Volatility persistence	0.5068	6.45***

γ₁	-0.2574	-1.22
γ₂	0.6193	1.88*
γ₃	-0.5895	-2.02**
γ₄	0.0933	0.31
γ₅	0.3241	1.32
γ₆	-0.2403	-1.03
γ₇	0.1478	0.54
γ₈	-0.3974	-1.17
γ₉	0.7442	2.19**
γ₁₀	-0.6766	-3.16***

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Tate & Lyle Plc Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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