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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	62.3088	1.17
αARCH	0.1507	2.11**
βGARCH	0.8226	6.19***
νDF	2.7012	2.24**

Parameter	Value	t-statistic
ω const Unconditional variance weight	62.3088	1.17
α ARCH Response to squared shocks	0.1507	2.11**
β GARCH Volatility persistence	0.8226	6.19***
ν DF Student-t tail thickness	2.7012	2.24**

V-Lab

Obsidian Therapeutics Inc GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Obsidian Therapeutics Inc Analyses