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{name} Model Equation

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Param	Value	t-stat
ωconst	118.3751	1.36
αARCH	0.1121	9.15***
βGARCH	0.9887	142.40***
νDF	3.3807	6.66***

Parameter	Value	t-statistic
ω const Unconditional variance weight	118.3751	1.36
α ARCH Response to squared shocks	0.1121	9.15***
β GARCH Volatility persistence	0.9887	142.40***
ν DF Student-t tail thickness	3.3807	6.66***

V-Lab

MindForge Inc GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other MindForge Inc Analyses