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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0000	2.42**
α ARCH Response to squared shocks	0.1876	19.22***
β GARCH Volatility persistence	0.7985	47.50***
γ leverage Additional response to negative shocks	0.1167	1.89*
δ power Transformation power	1.1269	9.49***

V-Lab

TON Strategy Co APARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other TON Strategy Co Analyses