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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0919	8.54***
α ARCH Response to squared shocks	0.0132	1.26
β GARCH Volatility persistence	0.7849	48.84***
γ leverage Additional response to negative shocks	0.2397	5.63***

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Simplify NXT Intang Core IDX GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Simplify NXT Intang Core IDX Analyses