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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	12,468.8285	3.25***
α ARCH Response to squared shocks	0.2451	31.98***
β GARCH Volatility persistence	0.9388	58.50***
ν DF Student-t tail thickness	2.0194	983.13***

V-Lab

Wang & LEE Group Inc GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Wang & LEE Group Inc Analyses