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Parameter	Value	t-statistic
m window Rolling window length	121
α ARCH Response to squared shocks	0.2692	16.56***
β GARCH Volatility persistence	0.5186	30.29***
γ leverage Additional response to negative shocks	-0.1202	-4.94***
λ₁ tau intercept Baseline long-term coefficient	3.3766	0.68
λ₂ forecast adj. Forecast performance sensitivity	0.5748	0.67
λ₃ tau persistence Long-term factor persistence	0.0000	0.00

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Epsilon Energy Ltd. MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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