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{name} Model Equation

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Param	Value	t-stat
ωconst	0.3403	0.57
αARCH	0.4212	0.24
βGARCH	0.0788	0.07
γleverage	1.0000	0.04

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.3403	0.57
α ARCH Response to squared shocks	0.4212	0.24
β GARCH Volatility persistence	0.0788	0.07
γ leverage Additional response to negative shocks	1.0000	0.04

V-Lab

Pasqal Holding SA GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Pasqal Holding SA Analyses