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{name} Model Equation

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Param	Value	t-stat
ωconst	0.1325	3.79***
αARCH	0.2717	14.95***
βGARCH	0.6651	26.12***
γleverage	-0.0317	-1.13
δpower	0.6008	2.18**

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1325	3.79***
α ARCH Response to squared shocks	0.2717	14.95***
β GARCH Volatility persistence	0.6651	26.12***
γ leverage Additional response to negative shocks	-0.0317	-1.13
δ power Transformation power	0.6008	2.18**

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Japan Petroleum Ex Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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