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Parameter	Value	t-statistic
m window Rolling window length	126
α ARCH Response to squared shocks	0.0919	11.32***
β GARCH Volatility persistence	0.8204	92.75***
γ leverage Additional response to negative shocks	0.0427	3.12***
λ₁ tau intercept Baseline long-term coefficient	0.3594	0.88
λ₂ forecast adj. Forecast performance sensitivity	0.0035	1.30
λ₃ tau persistence Long-term factor persistence	0.9882	82.53***

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Insight Molecular Diagnostics Inc MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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