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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0362	4.31***
αARCH	0.0315	0.86
βGARCH	0.9575	128.41***
γleverage	1.0000	0.53
δpower	1.1941	6.58***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0362	4.31***
α ARCH Response to squared shocks	0.0315	0.86
β GARCH Volatility persistence	0.9575	128.41***
γ leverage Additional response to negative shocks	1.0000	0.53
δ power Transformation power	1.1941	6.58***

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Capgemini Se APARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Capgemini Se Analyses