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{name} Model Equation

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Param	Value	t-stat
ωconst	0.9131	5.41***
αARCH	0.1254	2.73***
βGARCH	0.6171	5.48***

γ₁	-0.1660	-1.59
γ₂	0.2301	1.75*

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9131	5.41***
α ARCH Response to squared shocks	0.1254	2.73***
β GARCH Volatility persistence	0.6171	5.48***

γ₁	-0.1660	-1.59
γ₂	0.2301	1.75*

V-Lab

Vulcan Infrastructure and Power Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Vulcan Infrastructure and Power Inc Analyses