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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	0.0175	0.78
αARCH	0.0867	1.91*
βGARCH	0.8764	23.68***
γleverage	-0.1346	-0.91
δpower	2.7123	2.47**

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0175	0.78
α ARCH Response to squared shocks	0.0867	1.91*
β GARCH Volatility persistence	0.8764	23.68***
γ leverage Additional response to negative shocks	-0.1346	-0.91
δ power Transformation power	2.7123	2.47**

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Gorilla Techno Gro Inc -Redh Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Gorilla Techno Gro Inc -Redh Analyses