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{name} Model Equation

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Param	Value	t-stat
ωconst	115.3952	0.85
αARCH	0.1997	1.02
βGARCH	0.7009	1.95*
νDF	2.9183	0.95

Parameter	Value	t-statistic
ω const Unconditional variance weight	115.3952	0.85
α ARCH Response to squared shocks	0.1997	1.02
β GARCH Volatility persistence	0.7009	1.95*
ν DF Student-t tail thickness	2.9183	0.95

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