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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	0.0168	10.69***
β GARCH Volatility persistence	0.9002	171.13***
γ leverage Additional response to negative shocks	0.0670	20.66***
λ₁ tau intercept Baseline long-term coefficient	0.0094	3.29***
λ₂ forecast adj. Forecast performance sensitivity	0.0164	4.22***
λ₃ tau persistence Long-term factor persistence	0.9825	238.47***

V-Lab

Applied Materials Inc MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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