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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5816	1.92*
α ARCH Response to squared shocks	0.4548	1.97**
β GARCH Volatility persistence	0.2128	1.24

γ₁	21.5255	1.34
γ₂	-24.6836	-1.16
γ₃	-7.1061	-0.59
γ₄	23.4310	1.47
γ₅	-7.2809	-0.30
γ₆	-21.0989	-0.69
γ₇	26.1640	1.19
γ₈	-32.6452	-2.39**
γ₉	55.1534	2.40**
γ₁₀	-50.4231	-2.61***

V-Lab

Wang & LEE Group Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Wang & LEE Group Inc Analyses