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Parameter	Value	t-statistic
m window Rolling window length	76
α ARCH Response to squared shocks	0.0279	0.34
β GARCH Volatility persistence	0.0743	0.98
γ leverage Additional response to negative shocks	0.0762	0.35
λ₁ tau intercept Baseline long-term coefficient	5.4062	0.08
λ₂ forecast adj. Forecast performance sensitivity	0.7574	0.10
λ₃ tau persistence Long-term factor persistence	0.0000	0.00

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Onterris Inc MF2-GARCH Volatility Analysis

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Volatility Forecast

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