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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
α ARCH Response to squared shocks	0.0447	1.46
β GARCH Volatility persistence	0.0000	0.00
γ leverage Additional response to negative shocks	-0.0447	-1.54
λ₁ tau intercept Baseline long-term coefficient	197.5101

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Lianhe Sowell International Group Ltd MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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