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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0324	1.31
αARCH	0.0268	1.10
βGARCH	0.9567	73.01***
γleverage	0.0651	0.68
δpower	3.0000	2.62***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0324	1.31
α ARCH Response to squared shocks	0.0268	1.10
β GARCH Volatility persistence	0.9567	73.01***
γ leverage Additional response to negative shocks	0.0651	0.68
δ power Transformation power	3.0000	2.62***

V-Lab

Regencell Bioscience Hol Ltd Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Regencell Bioscience Hol Ltd Analyses