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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	61
α ARCH Response to squared shocks	0.0212	8.72***
β GARCH Volatility persistence	0.8732	165.41***
γ leverage Additional response to negative shocks	0.1172	24.07***
λ₁ tau intercept Baseline long-term coefficient	0.0301	4.22***
λ₂ forecast adj. Forecast performance sensitivity	0.0258	3.73***
λ₃ tau persistence Long-term factor persistence	0.9683	115.90***

V-Lab

Airbus SE MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Airbus SE Analyses