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Parameter	Value	t-statistic
m window Rolling window length	126
α ARCH Response to squared shocks	0.0570	9.15***
β GARCH Volatility persistence	0.7740	93.95***
γ leverage Additional response to negative shocks	0.1470	18.56***
λ₁ tau intercept Baseline long-term coefficient	0.0072	1.89*
λ₂ forecast adj. Forecast performance sensitivity	0.0052	3.43***
λ₃ tau persistence Long-term factor persistence	0.9925	392.30***

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Primerica Inc MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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