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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0227	16.72***
α ARCH Response to squared shocks	0.0357	11.33***
β GARCH Volatility persistence	0.9578	291.47***
γ leverage Additional response to negative shocks	0.2454	4.23***
δ power Transformation power	0.6925	7.10***

V-Lab

Smith Douglas Homes Corp Asy. Power MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Smith Douglas Homes Corp Analyses