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Parameter	Value	t-statistic
m window Rolling window length	21
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.8594	21.23***
γ leverage Additional response to negative shocks	0.1333	5.95***
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.10
λ₂ forecast adj. Forecast performance sensitivity	0.0200	0.07
λ₃ tau persistence Long-term factor persistence	0.6535	0.19

V-Lab

BARK Inc MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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