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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6474	9.56***
α ARCH Response to squared shocks	0.1211	5.88***
β GARCH Volatility persistence	0.8695	63.59***
γ leverage Additional response to negative shocks	-0.0270	-1.06

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XtalPi Holdings Ltd Asy. MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other XtalPi Holdings Ltd Analyses