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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	81
α ARCH Response to squared shocks	0.0948	24.76***
β GARCH Volatility persistence	0.7472	94.50***
γ leverage Additional response to negative shocks	0.1204	15.48***
λ₁ tau intercept Baseline long-term coefficient	0.0734	2.86***
λ₂ forecast adj. Forecast performance sensitivity	0.0390	2.63***
λ₃ tau persistence Long-term factor persistence	0.9454	45.36***

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Bladex Inc MF2-GARCH Volatility Analysis

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Volatility Forecast

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