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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	10.0005	4.17***
α ARCH Response to squared shocks	0.0796	43.64***
β GARCH Volatility persistence	0.9874	330.77***
ν DF Student-t tail thickness	3.6010	20.37***

V-Lab

Obara Group Inc GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Obara Group Inc Analyses