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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	12.5276	5.15***
α ARCH Response to squared shocks	0.1575	19.95***
β GARCH Volatility persistence	0.9156	56.60***
ν DF Student-t tail thickness	2.8247	18.30***

V-Lab

Landi Renzo SPA GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Landi Renzo SPA Analyses