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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	35.9004	9.06***
α ARCH Response to squared shocks	0.1090	153.29***
β GARCH Volatility persistence	0.9985	6,746.89***
ν DF Student-t tail thickness	2.5588	377.24***

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Canare Electric Co Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Canare Electric Co Ltd Analyses