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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	116
α ARCH Response to squared shocks	0.0520	17.44***
β GARCH Volatility persistence	0.8154	114.20***
γ leverage Additional response to negative shocks	0.0719	12.07***
λ₁ tau intercept Baseline long-term coefficient	0.0293	1.73*
λ₂ forecast adj. Forecast performance sensitivity	0.0327	2.23**
λ₃ tau persistence Long-term factor persistence	0.9570	47.31***

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Bristol-Myers Squibb Co MF2-GARCH Volatility Analysis

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Volatility Forecast

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