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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	0.0161	9.72***
β GARCH Volatility persistence	0.9272	183.86***
γ leverage Additional response to negative shocks	0.0471	13.70***
λ₁ tau intercept Baseline long-term coefficient	0.0339	5.40***
λ₂ forecast adj. Forecast performance sensitivity	0.0184	2.96***
λ₃ tau persistence Long-term factor persistence	0.9791	147.94***

V-Lab

Micron Technology Inc MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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