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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	0.0463	14.81***
β GARCH Volatility persistence	0.8110	96.85***
γ leverage Additional response to negative shocks	0.0423	8.07***
λ₁ tau intercept Baseline long-term coefficient	0.0481	1.14
λ₂ forecast adj. Forecast performance sensitivity	0.0827	3.75***
λ₃ tau persistence Long-term factor persistence	0.9111	32.17***

V-Lab

Intel Corp MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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