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{name} Model Equation

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Param	Value	t-stat
αARCH	0.1061	0.56
βGARCH	0.3605	1.33
γleverage	0.0582	0.25
λ₁tau intercept	291.1519

Parameter	Value	t-statistic
α ARCH Response to squared shocks	0.1061	0.56
β GARCH Volatility persistence	0.3605	1.33
γ leverage Additional response to negative shocks	0.0582	0.25
λ₁ tau intercept Baseline long-term coefficient	291.1519

V-Lab

Inlif Ltd MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Inlif Ltd Analyses