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{name} Model Equation

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Param	Value	t-stat
ωconst	5.0000	0.77
αARCH	0.0503	0.87
βGARCH	0.8426	12.30***
γleverage	0.1008	0.61

Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	0.77
α ARCH Response to squared shocks	0.0503	0.87
β GARCH Volatility persistence	0.8426	12.30***
γ leverage Additional response to negative shocks	0.1008	0.61

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PMA Graphene Technology Group Inc GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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