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{name} Model Equation

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Value at Risk (VaR) estimates the maximum loss at a given confidence level. Expected Shortfall (ES) estimates the average loss beyond VaR.

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Param	Value	t-stat
ωconst	0.0720	3.30***
αARCH	0.0979	10.93***
βGARCH	0.8821	92.13***
γleverage	0.6513	4.55***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0720	3.30***
α ARCH Response to squared shocks	0.0979	10.93***
β GARCH Volatility persistence	0.8821	92.13***
γ leverage Additional response to negative shocks	0.6513	4.55***

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COMSYS Holdings Corp AGARCH Volatility Analysis

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