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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	56
α ARCH Response to squared shocks	0.0183	8.68***
β GARCH Volatility persistence	0.8685	130.21***
γ leverage Additional response to negative shocks	0.0828	20.42***
λ₁ tau intercept Baseline long-term coefficient	0.0091	2.47**
λ₂ forecast adj. Forecast performance sensitivity	0.0253	2.79***
λ₃ tau persistence Long-term factor persistence	0.9719	97.59***

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Siemens AG MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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