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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
ωlong-run	400.8768	1.93*
αscore	0.1146	9.46***
βpersistence	0.9978	1,018.17***
νDF	9.7874	1.46

Parameter	Value	t-statistic
ω long-run Long-run variance given a price move	400.8768	1.93*
α score Weight on the scaled score	0.1146	9.46***
β persistence Volatility persistence	0.9978	1,018.17***
ν DF Student-t tail thickness	9.7874	1.46

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Hive Digital Technologies Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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