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Parameter	Value	t-statistic
m window Rolling window length	126
α ARCH Response to squared shocks	0.0918	11.30***
β GARCH Volatility persistence	0.8201	92.12***
γ leverage Additional response to negative shocks	0.0427	3.13***
λ₁ tau intercept Baseline long-term coefficient	0.3660	0.89
λ₂ forecast adj. Forecast performance sensitivity	0.0037	1.31
λ₃ tau persistence Long-term factor persistence	0.9878	80.86***

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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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