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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	126
α ARCH Response to squared shocks	0.0901	11.13***
β GARCH Volatility persistence	0.8173	88.96***
γ leverage Additional response to negative shocks	0.0459	3.36***
λ₁ tau intercept Baseline long-term coefficient	0.3726	0.90
λ₂ forecast adj. Forecast performance sensitivity	0.0042	1.34
λ₃ tau persistence Long-term factor persistence	0.9871	77.68***

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Insight Molecular Diagnostics Inc MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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