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{name} Model Equation

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Param	Value	t-stat
ωconst	0.8882	4.93***
αARCH	0.1257	2.77***
βGARCH	0.6112	5.47***

γ₁	-0.2095	-1.52
γ₂	0.3448	1.46

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8882	4.93***
α ARCH Response to squared shocks	0.1257	2.77***
β GARCH Volatility persistence	0.6112	5.47***

γ₁	-0.2095	-1.52
γ₂	0.3448	1.46

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Vulcan Infrastructure and Power Inc Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Vulcan Infrastructure and Power Inc Analyses