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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0069	1.45
αARCH	0.1651	11.31***
βGARCH	0.9782	278.28***
γleverage	-0.0793	-6.36***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0069	1.45
α ARCH Response to squared shocks	0.1651	11.31***
β GARCH Volatility persistence	0.9782	278.28***
γ leverage Additional response to negative shocks	-0.0793	-6.36***

V-Lab

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