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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	1.4771	2.29**
αARCH	0.1064	1.06
βGARCH	0.8846	32.22***
γleverage	-0.0327	-0.21

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.4771	2.29**
α ARCH Response to squared shocks	0.1064	1.06
β GARCH Volatility persistence	0.8846	32.22***
γ leverage Additional response to negative shocks	-0.0327	-0.21

V-Lab

Modular Medical Inc GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Modular Medical Inc Analyses