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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	26
α ARCH Response to squared shocks	0.0988	10.20***
β GARCH Volatility persistence	0.6513	6.74***
γ leverage Additional response to negative shocks	0.0150	0.74
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.14
λ₂ forecast adj. Forecast performance sensitivity	0.1027	0.13
λ₃ tau persistence Long-term factor persistence	0.6648	0.26

V-Lab

Keel Infrastructure Corp MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Keel Infrastructure Corp Analyses