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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	0.0125	7.24***
β GARCH Volatility persistence	0.8431	159.98***
γ leverage Additional response to negative shocks	0.1336	31.05***
λ₁ tau intercept Baseline long-term coefficient	0.0231	2.96***
λ₂ forecast adj. Forecast performance sensitivity	0.0651	3.99***
λ₃ tau persistence Long-term factor persistence	0.9281	49.87***

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Home Depot Inc/The MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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