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{name} Model Equation

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Param	Value	t-stat
ωconst	0.3259	0.75
αARCH	0.0000	0.00
βGARCH	0.9532	37.76***
γleverage	0.0788	1.85*

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.3259	0.75
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9532	37.76***
γ leverage Additional response to negative shocks	0.0788	1.85*

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Samhallsbygg I Nor GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Samhallsbygg I Nor Analyses