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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	66
α ARCH Response to squared shocks	0.0781	18.33***
β GARCH Volatility persistence	0.6608	33.15***
γ leverage Additional response to negative shocks	0.0360	5.80***
λ₁ tau intercept Baseline long-term coefficient	0.0343	1.02
λ₂ forecast adj. Forecast performance sensitivity	0.0785	1.20
λ₃ tau persistence Long-term factor persistence	0.9006	10.73***

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General Mills Inc MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other General Mills Inc Analyses