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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.6848	3.03***
α ARCH Response to squared shocks	0.1984	2.01**
β GARCH Volatility persistence	0.0000	0.00

γ₁	100.8908	1.48
γ₂	-203.2138	-1.94*
γ₃	178.4515	2.31**

V-Lab

City of London Investment Group PLC Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other City of London Investment Group PLC Analyses