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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	13.9890	3.87***
α ARCH Response to squared shocks	0.0913	28.81***
β GARCH Volatility persistence	0.9779	170.90***
ν DF Student-t tail thickness	3.4415	15.23***

V-Lab

Onity Group Inc GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Onity Group Inc Analyses