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{name} Model Equation

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Param	Value	t-stat
ωconst	3.6832	1.89*
αARCH	0.6750	1.27
βGARCH	0.3326	1.51
γleverage	-0.6147	-1.13

Parameter	Value	t-statistic
ω const Unconditional variance weight	3.6832	1.89*
α ARCH Response to squared shocks	0.6750	1.27
β GARCH Volatility persistence	0.3326	1.51
γ leverage Additional response to negative shocks	-0.6147	-1.13

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BOYD GROUP SERVICES INC GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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