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{name} Model Equation

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Param	Value	t-stat
ωconst	3.8025	1.90*
αARCH	0.6169	1.20
βGARCH	0.3263	1.47
γleverage	-0.5592	-1.06

Parameter	Value	t-statistic
ω const Unconditional variance weight	3.8025	1.90*
α ARCH Response to squared shocks	0.6169	1.20
β GARCH Volatility persistence	0.3263	1.47
γ leverage Additional response to negative shocks	-0.5592	-1.06

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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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