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{name} Model Equation

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Param	Value	t-stat
ωconst	0.5447	0.96
αARCH	1.8457	4.51***
βGARCH	0.2535	5.15***
γleverage	-0.0531	-0.56

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5447	0.96
α ARCH Response to squared shocks	1.8457	4.51***
β GARCH Volatility persistence	0.2535	5.15***
γ leverage Additional response to negative shocks	-0.0531	-0.56

V-Lab

Pasqal Holding SA EGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Pasqal Holding SA Analyses