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{name} Model Equation

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Value at Risk (VaR) estimates the maximum loss at a given confidence level. Expected Shortfall (ES) estimates the average loss beyond VaR.

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Param	Value	t-stat
ωconst	166.9071	0.94
αARCH	0.1534	10.47***
βGARCH	0.9786	49.72***
νDF	2.7410	8.61***

Parameter	Value	t-statistic
ω const Unconditional variance weight	166.9071	0.94
α ARCH Response to squared shocks	0.1534	10.47***
β GARCH Volatility persistence	0.9786	49.72***
ν DF Student-t tail thickness	2.7410	8.61***

V-Lab

Global Mofy AI Ltd GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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