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{name} Model Equation

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Param	Value	t-stat
ωconst	1.3453	7.48***
αARCH	0.0000	0.00
βGARCH	0.9906	7.52***

γ₁	6.0806	0.66
γ₂	-8.0538	-0.70

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3453	7.48***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9906	7.52***

γ₁	6.0806	0.66
γ₂	-8.0538	-0.70

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