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Parameter	Value	t-statistic
m window Rolling window length	26
α ARCH Response to squared shocks	0.0555	4.64***
β GARCH Volatility persistence	0.4723	13.82***
γ leverage Additional response to negative shocks	0.2681	6.96***
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.64
λ₂ forecast adj. Forecast performance sensitivity	0.6066	0.89
λ₃ tau persistence Long-term factor persistence	0.1397	0.12

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QTREX Quantum Ltd MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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