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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	31
α ARCH Response to squared shocks	0.0666	0.49
β GARCH Volatility persistence	0.0000	0.00
γ leverage Additional response to negative shocks	-0.0666	-0.50
λ₁ tau intercept Baseline long-term coefficient	3.7653	0.01
λ₂ forecast adj. Forecast performance sensitivity	0.6956	0.02
λ₃ tau persistence Long-term factor persistence	0.3044	0.01

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OceanaGold Corp MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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