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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	5.0000	1.09
αARCH	0.3334	1.42
βGARCH	0.6558	5.44***
γleverage	-0.0421	-0.10

Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	1.09
α ARCH Response to squared shocks	0.3334	1.42
β GARCH Volatility persistence	0.6558	5.44***
γ leverage Additional response to negative shocks	-0.0421	-0.10

V-Lab

VenHub Global Inc GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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