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Param	Value	t-stat
ωconst	0.0446	5.65***
αARCH	0.1740	8.09***
βGARCH	0.9838	284.27***
γleverage	-0.0144	-0.71

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0446	5.65***
α ARCH Response to squared shocks	0.1740	8.09***
β GARCH Volatility persistence	0.9838	284.27***
γ leverage Additional response to negative shocks	-0.0144	-0.71

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Matsuda Sangyo Co Ltd EGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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