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{name} Model Equation

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Param	Value	t-stat
ωconst	0.8816	0.87
αARCH	0.3181	3.99***
βGARCH	0.6819	7.87***
γleverage	-0.0553	-0.44
δpower	1.1498	2.04**

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8816	0.87
α ARCH Response to squared shocks	0.3181	3.99***
β GARCH Volatility persistence	0.6819	7.87***
γ leverage Additional response to negative shocks	-0.0553	-0.44
δ power Transformation power	1.1498	2.04**

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MindForge Inc Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other MindForge Inc Analyses