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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	41
α ARCH Response to squared shocks	0.0644	14.40***
β GARCH Volatility persistence	0.6556	49.41***
γ leverage Additional response to negative shocks	0.1158	15.57***
λ₁ tau intercept Baseline long-term coefficient	0.0189	1.07
λ₂ forecast adj. Forecast performance sensitivity	0.0199	3.40***
λ₃ tau persistence Long-term factor persistence	0.9781	150.39***

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Neogen Corp MF2-GARCH Volatility Analysis

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Volatility Forecast

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