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Parameter	Value	t-statistic
m window Rolling window length	66
α ARCH Response to squared shocks	0.0768	13.25***
β GARCH Volatility persistence	0.6365	20.64***
γ leverage Additional response to negative shocks	0.0899	9.17***
λ₁ tau intercept Baseline long-term coefficient	0.5508	0.52
λ₂ forecast adj. Forecast performance sensitivity	0.2043	0.65
λ₃ tau persistence Long-term factor persistence	0.7614	1.95*

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Onity Group Inc MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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