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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
ωconst	15.9077	1.04
αARCH	0.0453	9.00***
βGARCH	0.9909	116.13***
νDF	4.1073	2.62***

Parameter	Value	t-statistic
ω const Unconditional variance weight	15.9077	1.04
α ARCH Response to squared shocks	0.0453	9.00***
β GARCH Volatility persistence	0.9909	116.13***
ν DF Student-t tail thickness	4.1073	2.62***

V-Lab

Tesla Inc GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Tesla Inc Analyses