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{name} Model Equation

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Value at Risk (VaR) estimates the maximum loss at a given confidence level. Expected Shortfall (ES) estimates the average loss beyond VaR.

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Param	Value	t-stat
ωlong-run	15.6418	1.04
αscore	0.0452	8.91***
βpersistence	0.9908	115.12***
νDF	4.1391	2.56**

Parameter	Value	t-statistic
ω long-run Long-run variance given a price move	15.6418	1.04
α score Weight on the scaled score	0.0452	8.91***
β persistence Volatility persistence	0.9908	115.12***
ν DF Student-t tail thickness	4.1391	2.56**

V-Lab

Tesla Inc GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Tesla Inc Analyses