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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	46
α ARCH Response to squared shocks	0.0144	3.35***
β GARCH Volatility persistence	0.6490	53.19***
γ leverage Additional response to negative shocks	0.3368	28.07***
λ₁ tau intercept Baseline long-term coefficient	0.0699	2.06**
λ₂ forecast adj. Forecast performance sensitivity	0.2051	3.78***
λ₃ tau persistence Long-term factor persistence	0.7538	10.01***

V-Lab

Blue Owl Capital Corp MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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