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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	66
α ARCH Response to squared shocks	0.0500	19.51***
β GARCH Volatility persistence	0.8249	123.56***
γ leverage Additional response to negative shocks	0.0874	18.87***
λ₁ tau intercept Baseline long-term coefficient	0.0189	4.65***
λ₂ forecast adj. Forecast performance sensitivity	0.0334	5.86***
λ₃ tau persistence Long-term factor persistence	0.9619	141.33***

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International Paper Co MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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