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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9824	8.60***
α ARCH Response to squared shocks	0.0939	11.30***
β GARCH Volatility persistence	0.9509	175.26***
ν DF Student-t tail thickness	7.7972	1.62

V-Lab

Simplify NXT Intang Core IDX GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Simplify NXT Intang Core IDX Analyses