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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	91
α ARCH Response to squared shocks	0.1459	27.55***
β GARCH Volatility persistence	0.6400	51.86***
γ leverage Additional response to negative shocks	-0.0338	-4.15***
λ₁ tau intercept Baseline long-term coefficient	3.6508	0.16
λ₂ forecast adj. Forecast performance sensitivity	0.5307	0.15
λ₃ tau persistence Long-term factor persistence	0.0000	0.00

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Shenandoah Telecommunications Co MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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