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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0326	2.94***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9905	60.02***
γ leverage Additional response to negative shocks	-0.9652	0.00
δ power Transformation power	1.1219	2.86***

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Caisse Regionale De Credit Agricole Mutuel Toulouse 31 APARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Caisse Regionale De Credit Agricole Mutuel Toulouse 31 Analyses