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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8564	22.94***
α ARCH Response to squared shocks	0.1430	17.82***
β GARCH Volatility persistence	0.7819	117.04***
γ leverage Additional response to negative shocks	-0.0418	-3.54***

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Shenandoah Telecommunications Co GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Shenandoah Telecommunications Co Analyses