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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	36
α ARCH Response to squared shocks	0.2763	12.03***
β GARCH Volatility persistence	0.5941	20.65***
γ leverage Additional response to negative shocks	-0.1179	-3.72***
λ₁ tau intercept Baseline long-term coefficient	4.5316	0.26
λ₂ forecast adj. Forecast performance sensitivity	0.0066	0.19
λ₃ tau persistence Long-term factor persistence	0.9107	2.76***

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ATIF Holdings Ltd MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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