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{name} Model Equation

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Param	Value	t-stat
ωconst	124.1286	1.47
αARCH	0.1059	12.26***
βGARCH	0.9868	124.26***
νDF	2.2778	51.09***

Parameter	Value	t-statistic
ω const Unconditional variance weight	124.1286	1.47
α ARCH Response to squared shocks	0.1059	12.26***
β GARCH Volatility persistence	0.9868	124.26***
ν DF Student-t tail thickness	2.2778	51.09***

V-Lab

Shengfeng Development Ltd GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Shengfeng Development Ltd Analyses