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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	36
α ARCH Response to squared shocks	0.0299	7.97***
β GARCH Volatility persistence	0.8238	67.58***
γ leverage Additional response to negative shocks	0.0924	18.41***
λ₁ tau intercept Baseline long-term coefficient	0.0289	2.51**
λ₂ forecast adj. Forecast performance sensitivity	0.0313	2.40**
λ₃ tau persistence Long-term factor persistence	0.9579	56.74***

V-Lab

DHL Group MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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