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Param	Value	t-stat
ωconst	0.0635	4.41***
αARCH	0.0770	5.58***
βGARCH	0.9125	105.70***
γleverage	0.0112	0.41

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0635	4.41***
α ARCH Response to squared shocks	0.0770	5.58***
β GARCH Volatility persistence	0.9125	105.70***
γ leverage Additional response to negative shocks	0.0112	0.41

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Matsuda Sangyo Co Ltd GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

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