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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0410	4.66***
αARCH	0.0553	4.84***
βGARCH	0.9079	114.60***
γleverage	0.0608	2.69***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0410	4.66***
α ARCH Response to squared shocks	0.0553	4.84***
β GARCH Volatility persistence	0.9079	114.60***
γ leverage Additional response to negative shocks	0.0608	2.69***

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Daiwa House Industry Co Ltd GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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