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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	60.9756	0.92
αARCH	0.0593	7.44***
βGARCH	0.9921	161.47***
νDF	3.5759	3.50***

Parameter	Value	t-statistic
ω const Unconditional variance weight	60.9756	0.92
α ARCH Response to squared shocks	0.0593	7.44***
β GARCH Volatility persistence	0.9921	161.47***
ν DF Student-t tail thickness	3.5759	3.50***

V-Lab

Modular Medical Inc GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Modular Medical Inc Analyses