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Param	Value	t-stat
ωconst	0.1711	5.22***
αARCH	0.0649	5.05***
βGARCH	0.8754	63.51***
γleverage	0.0626	1.82*

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1711	5.22***
α ARCH Response to squared shocks	0.0649	5.05***
β GARCH Volatility persistence	0.8754	63.51***
γ leverage Additional response to negative shocks	0.0626	1.82*

V-Lab

Nissui Corp GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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