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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	51
α ARCH Response to squared shocks	0.2567	5.72***
β GARCH Volatility persistence	0.6043	16.61***
γ leverage Additional response to negative shocks	-0.0964	-1.80*
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.66
λ₂ forecast adj. Forecast performance sensitivity	0.9456	0.68
λ₃ tau persistence Long-term factor persistence	0.0064	0.00

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Euda Health Holdings Ltd MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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