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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	16.2980	3.35***
α ARCH Response to squared shocks	0.1253	51.42***
β GARCH Volatility persistence	0.9863	243.11***
ν DF Student-t tail thickness	3.0522	38.85***

V-Lab

Community West Bancshares GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Community West Bancshares Analyses