| Units: | - |
| Mode: | Input Only |
| Multi-band: | False |
| Default Value: | 0 |
| Validation Rule: | Any Value |
| Key Property: | No |
| Description: | Weight on the square of the return in GARCH(1,1) |
Variable GARCH α is the weight on the square of the return for the GARCH(1,1) model.