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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	0.1333	0.21
αARCH	-0.3561	-0.02
βGARCH	0.9515	716.48***
γleverage	0.3493	0.02

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1333	0.21
α ARCH Response to squared shocks	-0.3561	-0.02
β GARCH Volatility persistence	0.9515	716.48***
γ leverage Additional response to negative shocks	0.3493	0.02

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