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Param	Value	t-stat
ωconst	0.0657	4.87***
αARCH	0.1904	8.59***
βGARCH	0.9659	140.44***
γleverage	-0.0360	-1.83*

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0657	4.87***
α ARCH Response to squared shocks	0.1904	8.59***
β GARCH Volatility persistence	0.9659	140.44***
γ leverage Additional response to negative shocks	-0.0360	-1.83*

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Nissui Corp EGARCH Volatility Analysis

Date Range:

News Impact Curve

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