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Param	Value	t-stat
ωconst	171.1383	1.51
αARCH	0.1142	29.90***
βGARCH	0.9990	1,539.29***
νDF	2.2654	166.18***

Parameter	Value	t-statistic
ω const Unconditional variance weight	171.1383	1.51
α ARCH Response to squared shocks	0.1142	29.90***
β GARCH Volatility persistence	0.9990	1,539.29***
ν DF Student-t tail thickness	2.2654	166.18***

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Jason Co Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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