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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	66
α ARCH Response to squared shocks	0.0751	13.05***
β GARCH Volatility persistence	0.6504	23.90***
γ leverage Additional response to negative shocks	0.0938	9.87***
λ₁ tau intercept Baseline long-term coefficient	0.4424	0.62
λ₂ forecast adj. Forecast performance sensitivity	0.1603	0.82
λ₃ tau persistence Long-term factor persistence	0.8111	3.25***

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Onity Group Inc MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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