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Param	Value	t-stat
ωconst	0.4818	4.89***
αARCH	0.1452	4.14***
βGARCH	0.8171	41.04***
γleverage	-0.0048	-0.08

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4818	4.89***
α ARCH Response to squared shocks	0.1452	4.14***
β GARCH Volatility persistence	0.8171	41.04***
γ leverage Additional response to negative shocks	-0.0048	-0.08

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Yamada Consulting Group Co GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

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Parameter Estimates

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