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{name} Model Equation

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Param	Value	t-stat
mwindow	31
αARCH	0.0584	3.94***
βGARCH	0.7716	11.50***
γleverage	0.0361	1.09
λ₁tau intercept	0.0000	0.00
λ₂forecast adj.	0.0011	0.73
λ₃tau persistence	0.9987	461.72***

Parameter	Value	t-statistic
m window Rolling window length	31
α ARCH Response to squared shocks	0.0584	3.94***
β GARCH Volatility persistence	0.7716	11.50***
γ leverage Additional response to negative shocks	0.0361	1.09
λ₁ tau intercept Baseline long-term coefficient	0.0000	0.00
λ₂ forecast adj. Forecast performance sensitivity	0.0011	0.73
λ₃ tau persistence Long-term factor persistence	0.9987	461.72***

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Hive Digital Technologies Ltd MF2-GARCH Volatility Analysis

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News Impact Curve

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