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Parameter	Value	t-statistic
m window Rolling window length	126
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.8898	90.98***
γ leverage Additional response to negative shocks	0.1725	13.68***
λ₁ tau intercept Baseline long-term coefficient	5.3626	0.00
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.00
λ₃ tau persistence Long-term factor persistence	0.0000	0.00

V-Lab

Kenvue Inc MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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