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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0148	1.02
αARCH	0.2517	6.10***
βGARCH	0.7483	16.40***
γleverage	-0.3289	-1.86*
δpower	0.5000	1.06

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0148	1.02
α ARCH Response to squared shocks	0.2517	6.10***
β GARCH Volatility persistence	0.7483	16.40***
γ leverage Additional response to negative shocks	-0.3289	-1.86*
δ power Transformation power	0.5000	1.06

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Renatus Tactical Acqu Corp I Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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