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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.9776	1.16
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9554	46.57***
γ leverage Additional response to negative shocks	0.0219	1.05

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Skyline Builders Group HLD Ltd GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Skyline Builders Group HLD Ltd Analyses