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{name} Model Equation

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Param	Value	t-stat
ωconst	1.8405	2.85***
αARCH	0.5029	2.48**
βGARCH	0.2243	1.64

γ₁	3.9075	0.44
γ₂	-6.6369	-0.46
γ₃	9.9145	0.98
γ₄	-18.9873	-2.29**
γ₅	18.6814	3.11***

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.8405	2.85***
α ARCH Response to squared shocks	0.5029	2.48**
β GARCH Volatility persistence	0.2243	1.64

γ₁	3.9075	0.44
γ₂	-6.6369	-0.46
γ₃	9.9145	0.98
γ₄	-18.9873	-2.29**
γ₅	18.6814	3.11***

V-Lab

PMA Graphene Technology Group Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other PMA Graphene Technology Group Inc Analyses