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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	432.3423	8.41***
α ARCH Response to squared shocks	0.1350	105.05***
β GARCH Volatility persistence	0.9990	8,538.46***
ν DF Student-t tail thickness	2.9885	151.42***

V-Lab

Stran & Company Inc GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Stran & Company Inc Analyses