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Param	Value	t-stat
ωconst	0.0230	2.22**
αARCH	0.0793	4.08***
βGARCH	0.9222	59.63***
γleverage	-0.0040	-0.11

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0230	2.22**
α ARCH Response to squared shocks	0.0793	4.08***
β GARCH Volatility persistence	0.9222	59.63***
γ leverage Additional response to negative shocks	-0.0040	-0.11

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Matsuda Sangyo Co Ltd Asy. MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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