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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	41
α ARCH Response to squared shocks	0.0751	8.54***
β GARCH Volatility persistence	0.8078	46.84***
γ leverage Additional response to negative shocks	-0.0751	-8.54***
λ₁ tau intercept Baseline long-term coefficient	0.0000	0.00
λ₂ forecast adj. Forecast performance sensitivity	0.7052	6.90***
λ₃ tau persistence Long-term factor persistence	0.0000	0.00

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Founders 100 ETF MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Founders 100 ETF Analyses