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Param	Value	t-stat
ωconst	0.3608	0.51
αARCH	0.0906	1.15
βGARCH	0.8070	8.07***
γleverage	-0.0435	-0.41
δpower	3.0000	1.53

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.3608	0.51
α ARCH Response to squared shocks	0.0906	1.15
β GARCH Volatility persistence	0.8070	8.07***
γ leverage Additional response to negative shocks	-0.0435	-0.41
δ power Transformation power	3.0000	1.53

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Caixa Rio Bravo Fundo de Fundos de Investimento Imobiliario APARCH Volatility Analysis

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