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{name} Model Equation

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Param	Value	t-stat
ωconst	0.1103	0.16
αARCH	1.2899	3.60***
βGARCH	0.2328	1.04
γleverage	-0.1386	-0.24

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1103	0.16
α ARCH Response to squared shocks	1.2899	3.60***
β GARCH Volatility persistence	0.2328	1.04
γ leverage Additional response to negative shocks	-0.1386	-0.24

V-Lab

Pasqal Holding SA EGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Pasqal Holding SA Analyses