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{name} Model Equation

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Param	Value	t-stat
ωconst	0.7245	3.16***
αARCH	0.1721	2.65***
βGARCH	0.6661	9.40***
γleverage	0.0033	0.03

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7245	3.16***
α ARCH Response to squared shocks	0.1721	2.65***
β GARCH Volatility persistence	0.6661	9.40***
γ leverage Additional response to negative shocks	0.0033	0.03

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Planetel Spa GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

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Parameter Estimates

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