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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	0.0061	3.61***
β GARCH Volatility persistence	0.8994	314.16***
γ leverage Additional response to negative shocks	0.1246	35.81***
λ₁ tau intercept Baseline long-term coefficient	0.0052	5.29***
λ₂ forecast adj. Forecast performance sensitivity	0.0109	5.35***
λ₃ tau persistence Long-term factor persistence	0.9873	401.69***

V-Lab

RTX Corp MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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