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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	26
α ARCH Response to squared shocks	0.0764	9.64***
β GARCH Volatility persistence	0.6404	36.36***
γ leverage Additional response to negative shocks	0.1297	10.44***
λ₁ tau intercept Baseline long-term coefficient	0.0249	1.14
λ₂ forecast adj. Forecast performance sensitivity	0.0168	2.14**
λ₃ tau persistence Long-term factor persistence	0.9793	101.84***

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Broadcom Inc MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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