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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	31
α ARCH Response to squared shocks	0.1680	14.20***
β GARCH Volatility persistence	0.5970	19.17***
γ leverage Additional response to negative shocks	0.0073	0.41
λ₁ tau intercept Baseline long-term coefficient	0.1126	1.99**
λ₂ forecast adj. Forecast performance sensitivity	0.0710	1.82*
λ₃ tau persistence Long-term factor persistence	0.9116	19.79***

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Makoto Construction Co Ltd MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

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