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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	61
α ARCH Response to squared shocks	0.0192	7.05***
β GARCH Volatility persistence	0.9143	113.25***
γ leverage Additional response to negative shocks	0.0578	13.47***
λ₁ tau intercept Baseline long-term coefficient	0.0050	1.00
λ₂ forecast adj. Forecast performance sensitivity	0.0029	1.31
λ₃ tau persistence Long-term factor persistence	0.9958	277.14***

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Alphabet Inc MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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