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Parameter	Value	t-statistic
m window Rolling window length	126
α ARCH Response to squared shocks	0.1912	20.84***
β GARCH Volatility persistence	0.6939	58.34***
γ leverage Additional response to negative shocks	-0.0637	-4.92***
λ₁ tau intercept Baseline long-term coefficient	0.3941	1.82*
λ₂ forecast adj. Forecast performance sensitivity	0.1279	2.05**
λ₃ tau persistence Long-term factor persistence	0.8561	11.87***

V-Lab

RF Industries Ltd MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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