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Parameter	Value	t-statistic
m window Rolling window length	26
α ARCH Response to squared shocks	0.1690	17.11***
β GARCH Volatility persistence	0.7165	34.03***
γ leverage Additional response to negative shocks	-0.0476	-3.87***
λ₁ tau intercept Baseline long-term coefficient	0.4504	1.76*
λ₂ forecast adj. Forecast performance sensitivity	0.0700	3.44***
λ₃ tau persistence Long-term factor persistence	0.9298	43.34***

V-Lab

Remark Holdings Inc MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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