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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1213	4.53***
α ARCH Response to squared shocks	0.2560	19.63***
β GARCH Volatility persistence	0.7037	36.16***
γ leverage Additional response to negative shocks	0.0698	2.46**
δ power Transformation power	0.7541	2.57**

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Nissui Corp Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Nissui Corp Analyses