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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0516	4.15***
α ARCH Response to squared shocks	0.0885	2.68***
β GARCH Volatility persistence	0.8461	25.00***
γ leverage Additional response to negative shocks	0.1308	0.88

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Euda Health Holdings Ltd GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Euda Health Holdings Ltd Analyses