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{name} Model Equation

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Param	Value	t-stat
mwindow	66
αARCH	0.0595	4.67***
βGARCH	0.7918	29.80***
γleverage	0.1021	4.11***
λ₁tau intercept	0.0344	1.54
λ₂forecast adj.	0.0483	2.49**
λ₃tau persistence	0.9442	41.35***

Parameter	Value	t-statistic
m window Rolling window length	66
α ARCH Response to squared shocks	0.0595	4.67***
β GARCH Volatility persistence	0.7918	29.80***
γ leverage Additional response to negative shocks	0.1021	4.11***
λ₁ tau intercept Baseline long-term coefficient	0.0344	1.54
λ₂ forecast adj. Forecast performance sensitivity	0.0483	2.49**
λ₃ tau persistence Long-term factor persistence	0.9442	41.35***

V-Lab

COMSYS Holdings Corp MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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