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{name} Model Equation

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Param	Value	t-stat
mwindow	21
αARCH	0.4571	2.62***
βGARCH	0.3954	7.85***
γleverage	0.0178	0.06
λ₁tau intercept	10.0000	0.03
λ₂forecast adj.	0.0000	0.00
λ₃tau persistence	0.9316	0.34

Parameter	Value	t-statistic
m window Rolling window length	21
α ARCH Response to squared shocks	0.4571	2.62***
β GARCH Volatility persistence	0.3954	7.85***
γ leverage Additional response to negative shocks	0.0178	0.06
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.03
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.00
λ₃ tau persistence Long-term factor persistence	0.9316	0.34

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Mobile-Health Network Soltns MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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