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Param	Value	t-stat
ωconst	0.0636	4.43***
αARCH	0.0769	5.57***
βGARCH	0.9126	105.82***
γleverage	0.0111	0.41

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0636	4.43***
α ARCH Response to squared shocks	0.0769	5.57***
β GARCH Volatility persistence	0.9126	105.82***
γ leverage Additional response to negative shocks	0.0111	0.41

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Matsuda Sangyo Co Ltd GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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