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Param	Value	t-stat
ωconst	174.8142	1.51
αARCH	0.1143	29.90***
βGARCH	0.9990	1,541.67***
νDF	2.2628	167.46***

Parameter	Value	t-statistic
ω const Unconditional variance weight	174.8142	1.51
α ARCH Response to squared shocks	0.1143	29.90***
β GARCH Volatility persistence	0.9990	1,541.67***
ν DF Student-t tail thickness	2.2628	167.46***

V-Lab

Jason Co Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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