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{name} Model Equation

How returns affect tomorrow's volatility

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Param	Value	t-stat
ωconst	0.2623	2.01**
αARCH	0.0202	1.74*
βGARCH	0.9451	74.67***
γleverage	0.0256	1.30

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2623	2.01**
α ARCH Response to squared shocks	0.0202	1.74*
β GARCH Volatility persistence	0.9451	74.67***
γ leverage Additional response to negative shocks	0.0256	1.30

V-Lab

ams-OSRAM AG GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other ams-OSRAM AG Analyses