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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	0.2807	12.14***
β GARCH Volatility persistence	0.5938	20.77***
γ leverage Additional response to negative shocks	-0.1188	-3.71***
λ₁ tau intercept Baseline long-term coefficient	4.6187	0.27
λ₂ forecast adj. Forecast performance sensitivity	0.0068	0.20
λ₃ tau persistence Long-term factor persistence	0.9100	2.82***

V-Lab

ATIF Holdings Ltd MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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