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{name} Model Equation

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Value at Risk (VaR) estimates the maximum loss at a given confidence level. Expected Shortfall (ES) estimates the average loss beyond VaR.

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Param	Value	t-stat
ωconst	0.7364	1.93*
αARCH	0.1178	3.10***
βGARCH	0.7980	25.42***
γleverage	0.1462	1.47

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7364	1.93*
α ARCH Response to squared shocks	0.1178	3.10***
β GARCH Volatility persistence	0.7980	25.42***
γ leverage Additional response to negative shocks	0.1462	1.47

V-Lab

Modular Medical Inc Asy. MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Modular Medical Inc Analyses