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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0000	1.04
α ARCH Response to squared shocks	0.0331	4.52***
β GARCH Volatility persistence	0.9617	267.50***
γ leverage Additional response to negative shocks	0.2839	0.99
δ power Transformation power	2.1402	9.83***

V-Lab

Society Pass Inc APARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Society Pass Inc Analyses