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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	46
α ARCH Response to squared shocks	0.0187	0.13
β GARCH Volatility persistence	0.7309	1.09
γ leverage Additional response to negative shocks	-0.0187	-0.13
λ₁ tau intercept Baseline long-term coefficient	0.0000	0.00
λ₂ forecast adj. Forecast performance sensitivity	0.2173	0.21
λ₃ tau persistence Long-term factor persistence	0.7146	0.98

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Pacer S&P 500 Quality FCF R&D Leaders ETF MF2-GARCH Volatility Analysis

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News Impact Curve

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