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{name} Model Equation

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Param	Value	t-stat
ωconst	0.4029	0.78
αARCH	0.0000	0.00
βGARCH	0.8814	12.71***
γleverage	0.1792	1.15

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4029	0.78
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.8814	12.71***
γ leverage Additional response to negative shocks	0.1792	1.15

V-Lab

Marex Group Ltd GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Marex Group Ltd Analyses