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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	21
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.1991	0.58
γ leverage Additional response to negative shocks	0.1076	0.41
λ₁ tau intercept Baseline long-term coefficient	8.6980	0.01
λ₂ forecast adj. Forecast performance sensitivity	0.3771	0.01
λ₃ tau persistence Long-term factor persistence	0.0065	0.00

V-Lab

Smith Douglas Homes Corp MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Smith Douglas Homes Corp Analyses