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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	0.1203	24.47***
β GARCH Volatility persistence	0.7857	116.97***
γ leverage Additional response to negative shocks	-0.0120	-1.71*
λ₁ tau intercept Baseline long-term coefficient	5.4020	0.35
λ₂ forecast adj. Forecast performance sensitivity	0.8225	0.34
λ₃ tau persistence Long-term factor persistence	0.0000	0.00

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Big Sky Industrial Inc MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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