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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	61
α ARCH Response to squared shocks	0.0059	3.54***
β GARCH Volatility persistence	0.8995	315.29***
γ leverage Additional response to negative shocks	0.1249	36.09***
λ₁ tau intercept Baseline long-term coefficient	0.0052	5.30***
λ₂ forecast adj. Forecast performance sensitivity	0.0108	5.34***
λ₃ tau persistence Long-term factor persistence	0.9874	403.02***

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RTX Corp MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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