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Param	Value	t-stat
ωconst	0.0719	3.90***
αARCH	0.0961	10.04***
βGARCH	0.8975	102.89***
γleverage	0.3212	1.45

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0719	3.90***
α ARCH Response to squared shocks	0.0961	10.04***
β GARCH Volatility persistence	0.8975	102.89***
γ leverage Additional response to negative shocks	0.3212	1.45

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Matsuda Sangyo Co Ltd AGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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