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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	46
α ARCH Response to squared shocks	0.0156	0.46
β GARCH Volatility persistence	0.8460	49.97***
γ leverage Additional response to negative shocks	0.1494	2.64***
λ₁ tau intercept Baseline long-term coefficient	9.2175	0.05
λ₂ forecast adj. Forecast performance sensitivity	1.0000	0.05
λ₃ tau persistence Long-term factor persistence	0.0000	0.00

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Semilux International Ltd -Redh MF2-GARCH Volatility Analysis

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Volatility Forecast

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