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Parameter	Value	t-statistic
m window Rolling window length	81
α ARCH Response to squared shocks	0.0051	0.90
β GARCH Volatility persistence	0.8916	45.82***
γ leverage Additional response to negative shocks	0.0489	8.12***
λ₁ tau intercept Baseline long-term coefficient	0.6238	0.05
λ₂ forecast adj. Forecast performance sensitivity	1.0000	0.05
λ₃ tau persistence Long-term factor persistence	0.0000	0.00

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Regencell Bioscience Hol Ltd MF2-GARCH Volatility Analysis

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News Impact Curve

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