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{name} Model Equation

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Value at Risk (VaR) estimates the maximum loss at a given confidence level. Expected Shortfall (ES) estimates the average loss beyond VaR.

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Param	Value	t-stat
ωconst	2.2207	0.27
αARCH	0.0000	0.00
βGARCH	0.9601	11.86***
γleverage	0.0215	0.27

Parameter	Value	t-statistic
ω const Unconditional variance weight	2.2207	0.27
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9601	11.86***
γ leverage Additional response to negative shocks	0.0215	0.27

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Skyline Builders Group HLD Ltd GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Skyline Builders Group HLD Ltd Analyses