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{name} Model Equation

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Param	Value	t-stat
αARCH	0.4890	0.04
βGARCH	0.0000	0.00
γleverage	0.5000	0.01
λ₁tau intercept	29.4102

Parameter	Value	t-statistic
α ARCH Response to squared shocks	0.4890	0.04
β GARCH Volatility persistence	0.0000	0.00
γ leverage Additional response to negative shocks	0.5000	0.01
λ₁ tau intercept Baseline long-term coefficient	29.4102

V-Lab

Pasqal Holding SA MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Pasqal Holding SA Analyses