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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	126
α ARCH Response to squared shocks	0.0178	6.14***
β GARCH Volatility persistence	0.8842	135.67***
γ leverage Additional response to negative shocks	0.0826	16.94***
λ₁ tau intercept Baseline long-term coefficient	0.0041	2.14**
λ₂ forecast adj. Forecast performance sensitivity	0.0138	4.85***
λ₃ tau persistence Long-term factor persistence	0.9854	293.96***

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CVS Health Corp MF2-GARCH Volatility Analysis

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Volatility Forecast

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