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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0095	0.56
αARCH	0.0234	2.15**
βGARCH	0.9770	89.09***
γleverage	0.4187	0.36

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0095	0.56
α ARCH Response to squared shocks	0.0234	2.15**
β GARCH Volatility persistence	0.9770	89.09***
γ leverage Additional response to negative shocks	0.4187	0.36

V-Lab

Regencell Bioscience Hol Ltd AGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Regencell Bioscience Hol Ltd Analyses