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Parameter	Value	t-statistic
m window Rolling window length	66
α ARCH Response to squared shocks	0.0762	0.56
β GARCH Volatility persistence	0.0861	1.64
γ leverage Additional response to negative shocks	-0.0134	-0.34
λ₁ tau intercept Baseline long-term coefficient	1.1871	0.09
λ₂ forecast adj. Forecast performance sensitivity	0.2091	0.14
λ₃ tau persistence Long-term factor persistence	0.6795	0.26

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Netflix Inc MF2-GARCH Volatility Analysis

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Volatility Forecast

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