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{name} Model Equation

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Spline Coefficients

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	2.9462	2.69***
αARCH	0.3395	1.47
βGARCH	0.7751	13.27***
γleverage	-0.2292	-0.96

Parameter	Value	t-statistic
ω const Unconditional variance weight	2.9462	2.69***
α ARCH Response to squared shocks	0.3395	1.47
β GARCH Volatility persistence	0.7751	13.27***
γ leverage Additional response to negative shocks	-0.2292	-0.96

V-Lab

Gorilla Techno Gro Inc -Redh GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Gorilla Techno Gro Inc -Redh Analyses