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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0993	9.24***
α ARCH Response to squared shocks	0.1018	16.50***
β GARCH Volatility persistence	0.9139	306.98***
γ leverage Additional response to negative shocks	-0.0473	-5.03***

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CAR Mate MFG Co Ltd Asy. MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CAR Mate MFG Co Ltd Analyses