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Parameter	Value	t-statistic
ω const Unconditional variance weight	129.7446	8.42***
α ARCH Response to squared shocks	0.0743	9.73***
β GARCH Volatility persistence	0.9990	1,052.69***
ν DF Student-t tail thickness	2.3269	66.84***

V-Lab

City of London Investment Group PLC GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other City of London Investment Group PLC Analyses