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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0101	0.74
αARCH	0.0071	1.45
βGARCH	0.9833	107.52***
γleverage	0.0192	2.25**

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0101	0.74
α ARCH Response to squared shocks	0.0071	1.45
β GARCH Volatility persistence	0.9833	107.52***
γ leverage Additional response to negative shocks	0.0192	2.25**

V-Lab

Regencell Bioscience Hol Ltd GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Regencell Bioscience Hol Ltd Analyses