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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	71
α ARCH Response to squared shocks	0.2624	9.07***
β GARCH Volatility persistence	0.3172	9.52***
γ leverage Additional response to negative shocks	0.2573	3.54***
λ₁ tau intercept Baseline long-term coefficient	1.9470	0.64
λ₂ forecast adj. Forecast performance sensitivity	0.4126	0.87
λ₃ tau persistence Long-term factor persistence	0.5874	1.06

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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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