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{name} Model Equation

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Param	Value	t-stat
ωconst	5.0000	1.77*
αARCH	0.2041	1.94*
βGARCH	0.7328	14.25***
γleverage	0.0919	0.32

Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	1.77*
α ARCH Response to squared shocks	0.2041	1.94*
β GARCH Volatility persistence	0.7328	14.25***
γ leverage Additional response to negative shocks	0.0919	0.32

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Pineapple Financial Inc GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

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