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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	8.3195	6.50***
α ARCH Response to squared shocks	0.0599	53.42***
β GARCH Volatility persistence	0.9989	6,444.35***
ν DF Student-t tail thickness	7.8124	6.82***

V-Lab

S&P Asia 50 CME GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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