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{name} Model Equation

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Param	Value	t-stat
ωconst	0.6691	0.39
αARCH	0.0686	1.24
βGARCH	0.9314	14.28***
γleverage	0.1504	0.38
δpower	1.8984	2.62***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6691	0.39
α ARCH Response to squared shocks	0.0686	1.24
β GARCH Volatility persistence	0.9314	14.28***
γ leverage Additional response to negative shocks	0.1504	0.38
δ power Transformation power	1.8984	2.62***

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Global Mofy AI Ltd APARCH Volatility Analysis

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