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Parameter	Value	t-statistic
m window Rolling window length	31
α ARCH Response to squared shocks	0.2024	22.96***
β GARCH Volatility persistence	0.4609	25.00***
γ leverage Additional response to negative shocks	-0.0497	-3.76***
λ₁ tau intercept Baseline long-term coefficient	0.2223	1.46
λ₂ forecast adj. Forecast performance sensitivity	0.1419	1.73*
λ₃ tau persistence Long-term factor persistence	0.8113	7.40***

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RGC Resources Inc MF2-GARCH Volatility Analysis

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Volatility Forecast

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