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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6478	17.42***
α ARCH Response to squared shocks	0.1777	10.46***
β GARCH Volatility persistence	0.6567	43.00***
γ leverage Additional response to negative shocks	0.0270	1.16

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Tate & Lyle Plc GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Tate & Lyle Plc Analyses