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Param	Value	t-stat
ωconst	19.6225	1.58
αARCH	0.0735	17.71***
βGARCH	0.9932	257.10***
νDF	2.8930	19.67***

Parameter	Value	t-statistic
ω const Unconditional variance weight	19.6225	1.58
α ARCH Response to squared shocks	0.0735	17.71***
β GARCH Volatility persistence	0.9932	257.10***
ν DF Student-t tail thickness	2.8930	19.67***

V-Lab

BlockFin Holdings Ltd GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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