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Parameter	Value	t-statistic
m window Rolling window length	61
α ARCH Response to squared shocks	0.0644	4.10***
β GARCH Volatility persistence	0.1359	3.87***
γ leverage Additional response to negative shocks	0.1639	2.73***
λ₁ tau intercept Baseline long-term coefficient	6.2315	0.11
λ₂ forecast adj. Forecast performance sensitivity	0.2842	0.12
λ₃ tau persistence Long-term factor persistence	0.1532	0.02

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Docebo Inc MF2-GARCH Volatility Analysis

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Volatility Forecast

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