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{name} Model Equation

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Param	Value	t-stat
ωconst	1.0353	4.73***
αARCH	0.0442	3.70***
βGARCH	0.8909	30.67***

γ₁	-0.0328	-0.33
γ₂	-0.0057	-0.04
γ₃	0.2035	2.39**
γ₄	-0.3319	-4.23***
γ₅	0.2780	3.13***
γ₆	-0.3133	-2.09**

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0353	4.73***
α ARCH Response to squared shocks	0.0442	3.70***
β GARCH Volatility persistence	0.8909	30.67***

γ₁	-0.0328	-0.33
γ₂	-0.0057	-0.04
γ₃	0.2035	2.39**
γ₄	-0.3319	-4.23***
γ₅	0.2780	3.13***
γ₆	-0.3133	-2.09**

V-Lab

Tesla Inc Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Tesla Inc Analyses