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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	11.5184	7.47***
α ARCH Response to squared shocks	0.1792	13.52***
β GARCH Volatility persistence	0.8402	37.88***
ν DF Student-t tail thickness	3.3208	9.24***

V-Lab

Airan Limited GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Airan Limited Analyses