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{name} Model Equation

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Param	Value	t-stat
ωconst	5.0000	0.60
αARCH	0.1011	0.46
βGARCH	0.7437	4.07***
γleverage	0.3103	0.35

Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	0.60
α ARCH Response to squared shocks	0.1011	0.46
β GARCH Volatility persistence	0.7437	4.07***
γ leverage Additional response to negative shocks	0.3103	0.35

V-Lab

Inlif Ltd GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Inlif Ltd Analyses