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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0438	1.34
αARCH	0.2208	8.68***
βGARCH	0.7772	28.61***
γleverage	-0.0272	-0.69
δpower	0.6189	0.92

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0438	1.34
α ARCH Response to squared shocks	0.2208	8.68***
β GARCH Volatility persistence	0.7772	28.61***
γ leverage Additional response to negative shocks	-0.0272	-0.69
δ power Transformation power	0.6189	0.92

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Keel Infrastructure Corp Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Keel Infrastructure Corp Analyses