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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1935	3.80***
α ARCH Response to squared shocks	0.0056	0.52
β GARCH Volatility persistence	0.8905	30.31***
γ leverage Additional response to negative shocks	1.0000	58.00***
δ power Transformation power	0.5000	1.60

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SMG Swiss Marketplace Group AG Asy. Power MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

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Other SMG Swiss Marketplace Group AG Analyses