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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0009	2.77***
αARCH	0.0287	7.04***
βGARCH	0.9713	296.50***
γleverage	0.0638	1.19
δpower	1.7548	8.67***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0009	2.77***
α ARCH Response to squared shocks	0.0287	7.04***
β GARCH Volatility persistence	0.9713	296.50***
γ leverage Additional response to negative shocks	0.0638	1.19
δ power Transformation power	1.7548	8.67***

V-Lab

Euro APARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Euro Analyses