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{name} Model Equation

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Param	Value	t-stat
ωconst	0.1040	2.99***
αARCH	0.0938	4.75***
βGARCH	0.9002	59.19***
γleverage	0.0120	0.26

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1040	2.99***
α ARCH Response to squared shocks	0.0938	4.75***
β GARCH Volatility persistence	0.9002	59.19***
γ leverage Additional response to negative shocks	0.0120	0.26

V-Lab

BlockFin Holdings Ltd GJR-GARCH Volatility Analysis

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