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Param	Value	t-stat
ωconst	0.7619	1.75*
αARCH	0.1718	1.49
βGARCH	0.6139	3.58***
γleverage	-0.0055	-0.03

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7619	1.75*
α ARCH Response to squared shocks	0.1718	1.49
β GARCH Volatility persistence	0.6139	3.58***
γ leverage Additional response to negative shocks	-0.0055	-0.03

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Inmocemento S A GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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