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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	0.2301	26.56***
β GARCH Volatility persistence	0.5647	48.67***
γ leverage Additional response to negative shocks	0.1142	7.81***
λ₁ tau intercept Baseline long-term coefficient	0.0012	2.68***
λ₂ forecast adj. Forecast performance sensitivity	0.0058	6.95***
λ₃ tau persistence Long-term factor persistence	0.9936	981.86***

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Canare Electric Co Ltd MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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