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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0440	29.26***
α ARCH Response to squared shocks	0.2040	76.20***
β GARCH Volatility persistence	0.7796	268.08***
γ leverage Additional response to negative shocks	0.0946	20.51***
δ power Transformation power	1.0020	22.86***

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ExxonMobil Holdings Corp Asy. Power MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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