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{name} Model Equation

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Param	Value	t-stat
ωconst	5.0000	1.95*
αARCH	0.2221	1.28
βGARCH	0.6172	3.79***
γleverage	0.3215	0.71

Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	1.95*
α ARCH Response to squared shocks	0.2221	1.28
β GARCH Volatility persistence	0.6172	3.79***
γ leverage Additional response to negative shocks	0.3215	0.71

V-Lab

Inlif Ltd Asy. MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Inlif Ltd Analyses