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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	66
α ARCH Response to squared shocks	0.0207	8.65***
β GARCH Volatility persistence	0.8785	134.31***
γ leverage Additional response to negative shocks	0.0841	18.80***
λ₁ tau intercept Baseline long-term coefficient	0.0081	3.44***
λ₂ forecast adj. Forecast performance sensitivity	0.0170	4.08***
λ₃ tau persistence Long-term factor persistence	0.9799	196.96***

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Abbott Laboratories MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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