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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	0.1784	11.31***
β GARCH Volatility persistence	0.6449	14.85***
γ leverage Additional response to negative shocks	-0.0909	-3.64***
λ₁ tau intercept Baseline long-term coefficient	0.3171	0.32
λ₂ forecast adj. Forecast performance sensitivity	0.0218	0.60
λ₃ tau persistence Long-term factor persistence	0.9769	21.84***

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Alpha Compute Corp MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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