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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	96
α ARCH Response to squared shocks	0.7497	1,988.69***
β GARCH Volatility persistence	0.0000	2.00**
γ leverage Additional response to negative shocks	0.5000	663.13***
λ₁ tau intercept Baseline long-term coefficient	8.6071	173.69***
λ₂ forecast adj. Forecast performance sensitivity	0.0225	356.44***
λ₃ tau persistence Long-term factor persistence	0.9775	1,372.96***

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Global X S&P 500 Christin VL MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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