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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	36
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.8145	186.13***
γ leverage Additional response to negative shocks	0.1979	47.02***
λ₁ tau intercept Baseline long-term coefficient	0.0089	5.84***
λ₂ forecast adj. Forecast performance sensitivity	0.0489	5.69***
λ₃ tau persistence Long-term factor persistence	0.9457	100.58***

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NASDAQ Composite Index MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other NASDAQ Composite Index Analyses