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{name} Model Equation

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Param	Value	t-stat
ωconst	0.3951	2.92***
αARCH	0.2193	1.59
βGARCH	0.5421	3.91***
γleverage	0.0814	0.15
δpower	0.5000	1.29

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.3951	2.92***
α ARCH Response to squared shocks	0.2193	1.59
β GARCH Volatility persistence	0.5421	3.91***
γ leverage Additional response to negative shocks	0.0814	0.15
δ power Transformation power	0.5000	1.29

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Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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