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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	7.63***
α ARCH Response to squared shocks	0.1840	8.48***
β GARCH Volatility persistence	0.7691	54.19***
γ leverage Additional response to negative shocks	0.0940	2.32**

V-Lab

TON Strategy Co GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other TON Strategy Co Analyses