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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0851	4.56***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9871	2.57**

γ₁	-0.4896	-0.01
γ₂	7.6639	0.22
γ₃	-11.7545	-0.92

V-Lab

Innovatr EQ DF PR - 1 YR MAY Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Innovatr EQ DF PR - 1 YR MAY Analyses