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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	26
α ARCH Response to squared shocks	0.0858	13.95***
β GARCH Volatility persistence	0.6791	32.26***
γ leverage Additional response to negative shocks	0.0863	8.37***
λ₁ tau intercept Baseline long-term coefficient	0.0864	1.94*
λ₂ forecast adj. Forecast performance sensitivity	0.0632	2.39**
λ₃ tau persistence Long-term factor persistence	0.9224	27.24***

V-Lab

Inpex Corp MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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