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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	4.4647	0.89
α ARCH Response to squared shocks	0.9803	9.58***
β GARCH Volatility persistence	0.0196	0.19

γ₁	-416.2174	-0.89
γ₂	473.8161	0.78
γ₃	-218.1697	-0.88
γ₄	282.4479	2.06**

V-Lab

City of London Investment Group PLC Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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