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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	0.0605	5.28***
αARCH	0.2271	16.62***
βGARCH	0.7505	49.04***
γleverage	0.0811	3.40***
δpower	0.7263	3.35***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0605	5.28***
α ARCH Response to squared shocks	0.2271	16.62***
β GARCH Volatility persistence	0.7505	49.04***
γ leverage Additional response to negative shocks	0.0811	3.40***
δ power Transformation power	0.7263	3.35***

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Alphabet Inc Asy. Power MEM Volatility Analysis

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