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Parameter	Value	t-statistic
m window Rolling window length	71
α ARCH Response to squared shocks	0.1571	19.77***
β GARCH Volatility persistence	0.4964	21.61***
γ leverage Additional response to negative shocks	0.0566	4.85***
λ₁ tau intercept Baseline long-term coefficient	0.2875	0.70
λ₂ forecast adj. Forecast performance sensitivity	0.2968	0.72
λ₃ tau persistence Long-term factor persistence	0.6275	1.20

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ABM Industries Inc MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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