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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1088	3.21***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9966	0.92

γ₁	1.3104	0.03
γ₂	5.1107	0.36
γ₃	-10.7388	-2.03**

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