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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	1.6835	0.85
αARCH	0.0760	1.58
βGARCH	0.8594	13.76***
γleverage	0.1293	0.54

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.6835	0.85
α ARCH Response to squared shocks	0.0760	1.58
β GARCH Volatility persistence	0.8594	13.76***
γ leverage Additional response to negative shocks	0.1293	0.54

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Maxeon Solar Technologies Ltd GJR-GARCH Volatility Analysis

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News Impact Curve

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Parameter Estimates

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