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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	0.0213	8.80***
β GARCH Volatility persistence	0.8786	133.45***
γ leverage Additional response to negative shocks	0.0831	18.51***
λ₁ tau intercept Baseline long-term coefficient	0.0081	3.44***
λ₂ forecast adj. Forecast performance sensitivity	0.0173	4.06***
λ₃ tau persistence Long-term factor persistence	0.9796	193.40***

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Abbott Laboratories MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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