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Param	Value	t-stat
ωconst	0.1699	2.77***
αARCH	0.0530	3.17***
βGARCH	0.8739	38.82***
γleverage	0.0582	1.29

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1699	2.77***
α ARCH Response to squared shocks	0.0530	3.17***
β GARCH Volatility persistence	0.8739	38.82***
γ leverage Additional response to negative shocks	0.0582	1.29

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Akita Bank Ltd GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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