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Param	Value	t-stat
ωconst	0.0656	4.52***
αARCH	0.2244	18.64***
βGARCH	0.7596	56.44***
γleverage	0.0266	1.07
δpower	0.7774	4.11***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0656	4.52***
α ARCH Response to squared shocks	0.2244	18.64***
β GARCH Volatility persistence	0.7596	56.44***
γ leverage Additional response to negative shocks	0.0266	1.07
δ power Transformation power	0.7774	4.11***

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Taisei Corp Asy. Power MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

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