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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1000	3.88***
α ARCH Response to squared shocks	0.2364	10.04***
β GARCH Volatility persistence	0.7270	32.60***
γ leverage Additional response to negative shocks	-0.0155	-0.49
δ power Transformation power	0.5000	2.29**

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GMO TECH Holdings Inc Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other GMO TECH Holdings Inc Analyses