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Parameter	Value	t-statistic
m window Rolling window length	36
α ARCH Response to squared shocks	0.1339	4.95***
β GARCH Volatility persistence	0.8095	20.41***
γ leverage Additional response to negative shocks	0.0425	0.80
λ₁ tau intercept Baseline long-term coefficient	0.0250	0.51
λ₂ forecast adj. Forecast performance sensitivity	0.1052	0.29
λ₃ tau persistence Long-term factor persistence	0.8948	2.42**

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Bridger Aerospace GP HLD Inc MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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