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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	7.73***
α ARCH Response to squared shocks	0.4006	10.50***
β GARCH Volatility persistence	0.6569	46.69***
γ leverage Additional response to negative shocks	-0.1149	-1.74*

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Millennium GP International Hlngs Ltd Asy. MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Millennium GP International Hlngs Ltd Analyses