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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7359	9.94***
α ARCH Response to squared shocks	0.4011	30.25***
β GARCH Volatility persistence	0.4039	19.83***
γ leverage Additional response to negative shocks	0.0126	0.57
δ power Transformation power	0.5883	10.77***

V-Lab

Rocket One Inc Asy. Power MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Rocket One Inc Analyses