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{name} Model Equation

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Param	Value	t-stat
ωconst	0.8385	4.08***
αARCH	0.7198	4.67***
βGARCH	0.8711	27.53***
γleverage	-0.2326	-1.92*

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8385	4.08***
α ARCH Response to squared shocks	0.7198	4.67***
β GARCH Volatility persistence	0.8711	27.53***
γ leverage Additional response to negative shocks	-0.2326	-1.92*

V-Lab

Inlif Ltd EGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Inlif Ltd Analyses