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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0263	0.58
α ARCH Response to squared shocks	0.5113	1.93*
β GARCH Volatility persistence	0.4887	1.85*
γ leverage Additional response to negative shocks	0.2226	2.52**
δ power Transformation power	1.8847	1.29

V-Lab

Semilux International Ltd -Redh Asy. Power MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Semilux International Ltd -Redh Analyses