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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	0.2307	26.50***
β GARCH Volatility persistence	0.5635	48.25***
γ leverage Additional response to negative shocks	0.1152	7.84***
λ₁ tau intercept Baseline long-term coefficient	0.0013	2.69***
λ₂ forecast adj. Forecast performance sensitivity	0.0059	6.92***
λ₃ tau persistence Long-term factor persistence	0.9936	970.30***

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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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