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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	6.04***
α ARCH Response to squared shocks	0.2214	5.64***
β GARCH Volatility persistence	0.7521	54.61***
γ leverage Additional response to negative shocks	0.0530	0.97

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Lianhe Sowell International Group Ltd Asy. MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Lianhe Sowell International Group Ltd Analyses