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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	0.1432	23.44***
β GARCH Volatility persistence	0.5700	40.88***
γ leverage Additional response to negative shocks	0.0493	4.33***
λ₁ tau intercept Baseline long-term coefficient	0.0543	1.24
λ₂ forecast adj. Forecast performance sensitivity	0.0154	3.08***
λ₃ tau persistence Long-term factor persistence	0.9832	179.58***

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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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