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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0293	31.86***
α ARCH Response to squared shocks	0.1976	74.17***
β GARCH Volatility persistence	0.7943	282.35***
γ leverage Additional response to negative shocks	0.1359	30.08***
δ power Transformation power	0.8612	22.35***

V-Lab

Johnson & Johnson Asy. Power MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

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