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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	126
α ARCH Response to squared shocks	0.1926	20.92***
β GARCH Volatility persistence	0.6941	58.48***
γ leverage Additional response to negative shocks	-0.0658	-5.08***
λ₁ tau intercept Baseline long-term coefficient	0.3942	1.82*
λ₂ forecast adj. Forecast performance sensitivity	0.1276	2.06**
λ₃ tau persistence Long-term factor persistence	0.8563	11.92***

V-Lab

RF Industries Ltd MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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