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{name} Model Equation

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Param	Value	t-stat
ωconst	0.7867	9.80***
αARCH	0.0498	9.21***
βGARCH	0.9351	142.83***

γ₁	-0.0011	-1.13
γ₂	0.0011	0.87

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7867	9.80***
α ARCH Response to squared shocks	0.0498	9.21***
β GARCH Volatility persistence	0.9351	142.83***

γ₁	-0.0011	-1.13
γ₂	0.0011	0.87

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Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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