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{name} Model Equation

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Param	Value	t-stat
ωconst	0.1391	3.34***
αARCH	0.0304	2.61***
βGARCH	0.9582	104.55***
γleverage	0.0007	0.04

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1391	3.34***
α ARCH Response to squared shocks	0.0304	2.61***
β GARCH Volatility persistence	0.9582	104.55***
γ leverage Additional response to negative shocks	0.0007	0.04

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Tesla Inc GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

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