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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	101
α ARCH Response to squared shocks	0.0000	0.01
β GARCH Volatility persistence	0.8637	125.77***
γ leverage Additional response to negative shocks	0.1433	20.09***
λ₁ tau intercept Baseline long-term coefficient	1.7949	2.18**
λ₂ forecast adj. Forecast performance sensitivity	0.1007	2.68***
λ₃ tau persistence Long-term factor persistence	0.6146	3.76***

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Fidelity WSE Orgn Bitcoin FD MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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