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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	21
α ARCH Response to squared shocks	0.5000	19.46***
β GARCH Volatility persistence	0.0359	1.24
γ leverage Additional response to negative shocks	-0.5000	-19.49***
λ₁ tau intercept Baseline long-term coefficient	0.3202	0.27
λ₂ forecast adj. Forecast performance sensitivity	0.1065	1.31
λ₃ tau persistence Long-term factor persistence	0.8936	16.41***

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Skyline Builders Group HLD Ltd MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Skyline Builders Group HLD Ltd Analyses