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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	309.5216	5.37***
α ARCH Response to squared shocks	0.1263	65.28***
β GARCH Volatility persistence	0.9932	883.67***
ν DF Student-t tail thickness	3.6943	33.77***

V-Lab

TON Strategy Co GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other TON Strategy Co Analyses