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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	0.2373	90.35***
β GARCH Volatility persistence	0.8790	316.19***
γ leverage Additional response to negative shocks	-0.2373	-20.17***
λ₁ tau intercept Baseline long-term coefficient	10.0000	2.51**
λ₂ forecast adj. Forecast performance sensitivity	0.2722	2.87***
λ₃ tau persistence Long-term factor persistence	0.7278	5.33***

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Buda Juice Inc MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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