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Param	Value	t-stat
ωconst	0.0418	0.11
αARCH	0.0000	0.00
βGARCH	0.9988	0.38
γleverage	0.0000	0.00

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0418	0.11
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9988	0.38
γ leverage Additional response to negative shocks	0.0000	0.00

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Caisse Regionale De Credit Agricole Mutuel Toulouse 31 GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Caisse Regionale De Credit Agricole Mutuel Toulouse 31 Analyses