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Param	Value	t-stat
ωconst	27.9919	1.87*
αARCH	0.1267	28.14***
βGARCH	0.9970	688.04***
νDF	2.6638	52.79***

Parameter	Value	t-statistic
ω const Unconditional variance weight	27.9919	1.87*
α ARCH Response to squared shocks	0.1267	28.14***
β GARCH Volatility persistence	0.9970	688.04***
ν DF Student-t tail thickness	2.6638	52.79***

V-Lab

MERF Inc GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other MERF Inc Analyses