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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	66
α ARCH Response to squared shocks	0.2723	14.12***
β GARCH Volatility persistence	0.4512	21.33***
γ leverage Additional response to negative shocks	0.0303	1.06
λ₁ tau intercept Baseline long-term coefficient	0.1410	1.60
λ₂ forecast adj. Forecast performance sensitivity	0.1388	1.54
λ₃ tau persistence Long-term factor persistence	0.8612	9.03***

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QVC Group Inc MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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