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{name} Model Equation

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Param	Value	t-stat
mwindow	126
αARCH	0.0145	1.13
βGARCH	0.0000	0.00
γleverage	0.2954	2.57**
λ₁tau intercept	0.0000	0.00
λ₂forecast adj.	0.0000	0.00
λ₃tau persistence	0.9985	253.74***

Parameter	Value	t-statistic
m window Rolling window length	126
α ARCH Response to squared shocks	0.0145	1.13
β GARCH Volatility persistence	0.0000	0.00
γ leverage Additional response to negative shocks	0.2954	2.57**
λ₁ tau intercept Baseline long-term coefficient	0.0000	0.00
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.00
λ₃ tau persistence Long-term factor persistence	0.9985	253.74***

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Samhallsbygg I Nor MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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