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{name} Model Equation

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Param	Value	t-stat
ωconst	5.0000	1.68*
αARCH	0.2113	1.96**
βGARCH	0.7318	14.06***
γleverage	0.0868	0.29

Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	1.68*
α ARCH Response to squared shocks	0.2113	1.96**
β GARCH Volatility persistence	0.7318	14.06***
γ leverage Additional response to negative shocks	0.0868	0.29

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Pineapple Financial Inc GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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