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{name} Model Equation

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Param	Value	t-stat
ωconst	5.0000	0.68
αARCH	0.1181	1.10
βGARCH	0.8765	9.23***
γleverage	-0.1158	-1.32

Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	0.68
α ARCH Response to squared shocks	0.1181	1.10
β GARCH Volatility persistence	0.8765	9.23***
γ leverage Additional response to negative shocks	-0.1158	-1.32

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Mobile-Health Network Soltns GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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