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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0846	2.34**
α ARCH Response to squared shocks	0.0024	2.23**
β GARCH Volatility persistence	0.9684	225.15***
γ leverage Additional response to negative shocks	0.0584	5.96***

V-Lab

SPI Energy Co Ltd GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other SPI Energy Co Ltd Analyses