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{name} Model Equation

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Param	Value	t-stat
ωconst	142.5615	0.78
αARCH	0.3786	26.16***
βGARCH	0.9692	27.47***
νDF	2.0082	667.62***

Parameter	Value	t-statistic
ω const Unconditional variance weight	142.5615	0.78
α ARCH Response to squared shocks	0.3786	26.16***
β GARCH Volatility persistence	0.9692	27.47***
ν DF Student-t tail thickness	2.0082	667.62***

V-Lab

Pasqal Holding SA GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Pasqal Holding SA Analyses