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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0287	4.21***
α ARCH Response to squared shocks	0.0811	1.82*
β GARCH Volatility persistence	0.4403	3.56***
γ leverage Additional response to negative shocks	-0.0811	-1.74*

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Genter Capital TAX Qlty Inmd GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Genter Capital TAX Qlty Inmd Analyses