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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	26
α ARCH Response to squared shocks	0.0000	0.01
β GARCH Volatility persistence	0.7252	695.34***
γ leverage Additional response to negative shocks	0.5000	162.13***
λ₁ tau intercept Baseline long-term coefficient	3.5206	52.93***
λ₂ forecast adj. Forecast performance sensitivity	0.4394	39.36***
λ₃ tau persistence Long-term factor persistence	0.5606	189.34***

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REX HOOD Growth & Income ETF MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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