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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	21
α ARCH Response to squared shocks	0.1433	23.39***
β GARCH Volatility persistence	0.5677	40.46***
γ leverage Additional response to negative shocks	0.0494	4.32***
λ₁ tau intercept Baseline long-term coefficient	0.0539	1.21
λ₂ forecast adj. Forecast performance sensitivity	0.0157	3.06***
λ₃ tau persistence Long-term factor persistence	0.9831	176.71***

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Cyanotech Corp MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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