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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	0.0168	10.08***
β GARCH Volatility persistence	0.9254	176.44***
γ leverage Additional response to negative shocks	0.0460	13.52***
λ₁ tau intercept Baseline long-term coefficient	0.0338	5.25***
λ₂ forecast adj. Forecast performance sensitivity	0.0181	2.98***
λ₃ tau persistence Long-term factor persistence	0.9794	152.06***

V-Lab

Micron Technology Inc MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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