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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0006	3.38***
αARCH	0.0231	4.08***
βGARCH	0.9713	311.02***
γleverage	0.0063	0.63

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0006	3.38***
α ARCH Response to squared shocks	0.0231	4.08***
β GARCH Volatility persistence	0.9713	311.02***
γ leverage Additional response to negative shocks	0.0063	0.63

V-Lab

Euro GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Euro Analyses