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Parameter	Value	t-statistic
m window Rolling window length	36
α ARCH Response to squared shocks	0.5419	9.27***
β GARCH Volatility persistence	0.0000	0.00
γ leverage Additional response to negative shocks	0.1580	1.37
λ₁ tau intercept Baseline long-term coefficient	5.3118	0.64
λ₂ forecast adj. Forecast performance sensitivity	0.0517	0.63
λ₃ tau persistence Long-term factor persistence	0.8755	4.85***

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Praxis Precision Medicines Inc MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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