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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
ωlong-run	106.4533	0.88
αscore	0.2037	1.40
βpersistence	0.7843	3.16***
νDF	3.1284	1.05

Parameter	Value	t-statistic
ω long-run Long-run variance given a price move	106.4533	0.88
α score Weight on the scaled score	0.2037	1.40
β persistence Volatility persistence	0.7843	3.16***
ν DF Student-t tail thickness	3.1284	1.05

V-Lab

PMA Graphene Technology Group Inc GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other PMA Graphene Technology Group Inc Analyses