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{name} Model Equation

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Parameter	Value	t-statistic
α ARCH Response to squared shocks	0.1439	17.63***
β GARCH Volatility persistence	0.8283	58.68***
γ leverage Additional response to negative shocks	-0.0218	-1.80*
λ₁ tau intercept Baseline long-term coefficient	33.6450

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XXF Group Holdings Ltd MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other XXF Group Holdings Ltd Analyses