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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	0.0265	6.02***
β GARCH Volatility persistence	0.8237	76.83***
γ leverage Additional response to negative shocks	0.1292	14.34***
λ₁ tau intercept Baseline long-term coefficient	4.7378	0.44
λ₂ forecast adj. Forecast performance sensitivity	0.0488	0.46
λ₃ tau persistence Long-term factor persistence	0.2897	0.18

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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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