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{name} Model Equation

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Param	Value	t-stat
mwindow	126
αARCH	0.0000	0.00
βGARCH	0.9141	37.88***
γleverage	0.1061	2.45**
λ₁tau intercept	10.0000	0.21
λ₂forecast adj.	0.0047	0.11
λ₃tau persistence	0.8974	1.94*

Parameter	Value	t-statistic
m window Rolling window length	126
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9141	37.88***
γ leverage Additional response to negative shocks	0.1061	2.45**
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.21
λ₂ forecast adj. Forecast performance sensitivity	0.0047	0.11
λ₃ tau persistence Long-term factor persistence	0.8974	1.94*

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Digital Currency X Technology Inc MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

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