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{name} Model Equation

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Value at Risk (VaR) estimates the maximum loss at a given confidence level. Expected Shortfall (ES) estimates the average loss beyond VaR.

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Param	Value	t-stat
ωconst	0.8947	3.04***
αARCH	0.0000	0.00
βGARCH	0.7575	0.47

γ₁	9.5199	0.98
γ₂	-14.1518	-1.07

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8947	3.04***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.7575	0.47

γ₁	9.5199	0.98
γ₂	-14.1518	-1.07

V-Lab

Cardinal Infrastructure Group Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Cardinal Infrastructure Group Inc Analyses