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{name} Model Equation

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Param	Value	t-stat
ωconst	2.8236	0.98
αARCH	0.2195	1.41
βGARCH	0.8497	14.36***
γleverage	-0.1385	-0.91

Parameter	Value	t-statistic
ω const Unconditional variance weight	2.8236	0.98
α ARCH Response to squared shocks	0.2195	1.41
β GARCH Volatility persistence	0.8497	14.36***
γ leverage Additional response to negative shocks	-0.1385	-0.91

V-Lab

MindForge Inc GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other MindForge Inc Analyses