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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	76
α ARCH Response to squared shocks	0.1693	11.76***
β GARCH Volatility persistence	0.6502	15.04***
γ leverage Additional response to negative shocks	-0.0844	-3.31***
λ₁ tau intercept Baseline long-term coefficient	0.2769	0.30
λ₂ forecast adj. Forecast performance sensitivity	0.0221	0.61
λ₃ tau persistence Long-term factor persistence	0.9775	22.53***

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Alpha Compute Corp MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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