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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	0.1977	12.82***
β GARCH Volatility persistence	0.6494	43.88***
γ leverage Additional response to negative shocks	-0.0277	-1.62
λ₁ tau intercept Baseline long-term coefficient	0.0114	1.96**
λ₂ forecast adj. Forecast performance sensitivity	0.0085	3.88***
λ₃ tau persistence Long-term factor persistence	0.9900	321.73***

V-Lab

Kudo Corp MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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