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Param	Value	t-stat
ωconst	0.2337	1.98**
αARCH	0.0995	1.39
βGARCH	0.6860	11.32***
γleverage	0.4290	1.27

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2337	1.98**
α ARCH Response to squared shocks	0.0995	1.39
β GARCH Volatility persistence	0.6860	11.32***
γ leverage Additional response to negative shocks	0.4290	1.27

V-Lab

Garden Co Ltd GJR-GARCH Volatility Analysis

Date Range:

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