{
  "id": "D10-F03-A03",
  "title": "EGARCH",
  "name": "independent-small-anchor",
  "input": {
    "returns": [
      -0.02,
      0
    ],
    "parameters": {
      "omega": -0.5,
      "initial_variance": 0.0001,
      "alpha": 0.1,
      "beta": 0.9,
      "gamma": -0.2
    }
  },
  "expected": {
    "latest.log_variance": -8.26909479085885,
    "latest.variance": 0.00025631720695395993,
    "latest.standardized_shock": -2
  }
}