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{name} Model Equation

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Param	Value	t-stat
ωconst	0.7875	9.77***
αARCH	0.0498	9.20***
βGARCH	0.9352	143.00***

γ₁	-0.0011	-1.12
γ₂	0.0011	0.86

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7875	9.77***
α ARCH Response to squared shocks	0.0498	9.20***
β GARCH Volatility persistence	0.9352	143.00***

γ₁	-0.0011	-1.12
γ₂	0.0011	0.86

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Date Range:

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Parameter Estimates

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