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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	0.2203	14.33***
β GARCH Volatility persistence	0.4447	18.55***
γ leverage Additional response to negative shocks	-0.0439	-1.94*
λ₁ tau intercept Baseline long-term coefficient	10.0000	1.57
λ₂ forecast adj. Forecast performance sensitivity	0.4054	2.66***
λ₃ tau persistence Long-term factor persistence	0.5585	4.35***

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Big Digital Energy Inc MF2-GARCH Volatility Analysis

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Volatility Forecast

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