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Parameter	Value	t-statistic
m window Rolling window length	26
α ARCH Response to squared shocks	0.2690	17.44***
β GARCH Volatility persistence	0.1957	8.01***
γ leverage Additional response to negative shocks	0.0612	2.06**
λ₁ tau intercept Baseline long-term coefficient	5.2272	0.85
λ₂ forecast adj. Forecast performance sensitivity	0.0759	0.68
λ₃ tau persistence Long-term factor persistence	0.7973	3.04***

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ChronoScale Holdings Corp MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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