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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0122	6.11***
α ARCH Response to squared shocks	0.1736	5.57***
β GARCH Volatility persistence	0.6888	19.50***
γ leverage Additional response to negative shocks	-0.0462	-1.11

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Genter Capital TAX Qlty Inmd Asy. MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Genter Capital TAX Qlty Inmd Analyses