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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	36
α ARCH Response to squared shocks	0.5000	58.84***
β GARCH Volatility persistence	0.0000
γ leverage Additional response to negative shocks	-0.5000	-58.84***
λ₁ tau intercept Baseline long-term coefficient	0.0000	0.01
λ₂ forecast adj. Forecast performance sensitivity	0.0015	85.28***
λ₃ tau persistence Long-term factor persistence	0.0000	5.00***

V-Lab

PowerX Inc MF2-GARCH Volatility Analysis

Date Range:

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Parameter Estimates

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