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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	86
α ARCH Response to squared shocks	0.2461	1.27
β GARCH Volatility persistence	0.0000	0.00
γ leverage Additional response to negative shocks	0.0063	0.01
λ₁ tau intercept Baseline long-term coefficient	7.7447	0.03
λ₂ forecast adj. Forecast performance sensitivity	0.0143	0.04
λ₃ tau persistence Long-term factor persistence	0.9857	1.71*

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Inlif Ltd MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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