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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	56
α ARCH Response to squared shocks	0.0736	5.46***
β GARCH Volatility persistence	0.4420	11.12***
γ leverage Additional response to negative shocks	0.2099	10.03***
λ₁ tau intercept Baseline long-term coefficient	2.1250	0.33
λ₂ forecast adj. Forecast performance sensitivity	0.1775	0.55
λ₃ tau persistence Long-term factor persistence	0.7877	1.75*

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Modular Medical Inc MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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