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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	11.7160	6.70***
α ARCH Response to squared shocks	0.1754	14.19***
β GARCH Volatility persistence	0.8629	40.63***
ν DF Student-t tail thickness	3.2845	9.77***

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