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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	31
α ARCH Response to squared shocks	0.0915	11.27***
β GARCH Volatility persistence	0.6773	36.91***
γ leverage Additional response to negative shocks	0.0746	6.70***
λ₁ tau intercept Baseline long-term coefficient	0.0109	1.89*
λ₂ forecast adj. Forecast performance sensitivity	0.0285	2.81***
λ₃ tau persistence Long-term factor persistence	0.9679	87.77***

V-Lab

Altria Group Inc MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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