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{name} Model Equation

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Param	Value	t-stat
ωconst	5.0000	0.87
αARCH	0.0717	1.04
βGARCH	0.8156	12.68***
γleverage	0.1206	0.64

Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	0.87
α ARCH Response to squared shocks	0.0717	1.04
β GARCH Volatility persistence	0.8156	12.68***
γ leverage Additional response to negative shocks	0.1206	0.64

V-Lab

PMA Graphene Technology Group Inc GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other PMA Graphene Technology Group Inc Analyses