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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	71
α ARCH Response to squared shocks	0.0098	4.89***
β GARCH Volatility persistence	0.7695	72.60***
γ leverage Additional response to negative shocks	0.0952	18.01***
λ₁ tau intercept Baseline long-term coefficient	0.4842	1.22
λ₂ forecast adj. Forecast performance sensitivity	0.9084	10.65***
λ₃ tau persistence Long-term factor persistence	0.0000	0.00

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Motorola Solutions Inc MF2-GARCH Volatility Analysis

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Volatility Forecast

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