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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	36
α ARCH Response to squared shocks	0.7370	13.99***
β GARCH Volatility persistence	0.3837	10.45***
γ leverage Additional response to negative shocks	-0.5000	-6.03***
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.60
λ₂ forecast adj. Forecast performance sensitivity	0.0285	0.67
λ₃ tau persistence Long-term factor persistence	0.8832	4.68***

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Rocket One Inc MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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