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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	1.91*
α ARCH Response to squared shocks	0.2262	2.02**
β GARCH Volatility persistence	0.6041	7.02***
γ leverage Additional response to negative shocks	-0.2262	-2.05**

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City of London Investment Group PLC GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other City of London Investment Group PLC Analyses