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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1505	7.97***
α ARCH Response to squared shocks	0.2967	35.38***
β GARCH Volatility persistence	0.6896	88.09***
γ leverage Additional response to negative shocks	-0.0184	-1.54
δ power Transformation power	0.6960	8.58***

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Vulcan Infrastructure and Power Inc Asy. Power MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

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Other Vulcan Infrastructure and Power Inc Analyses