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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	76
α ARCH Response to squared shocks	0.0259	2.33**
β GARCH Volatility persistence	0.6061	11.27***
γ leverage Additional response to negative shocks	0.0531	2.22**
λ₁ tau intercept Baseline long-term coefficient	0.4441	0.16
λ₂ forecast adj. Forecast performance sensitivity	0.7722	0.19
λ₃ tau persistence Long-term factor persistence	0.1095	0.02

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Dow Inc. MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Dow Inc. Analyses