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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	41
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9588	182.38***
γ leverage Additional response to negative shocks	0.0824	1.69*
λ₁ tau intercept Baseline long-term coefficient	0.0000	0.01
λ₂ forecast adj. Forecast performance sensitivity	0.3057	1.75*
λ₃ tau persistence Long-term factor persistence	0.0859	11.98***

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Airo Group Holdings Inc MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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