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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	71
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.8671	314.17***
γ leverage Additional response to negative shocks	0.1777	49.40***
λ₁ tau intercept Baseline long-term coefficient	0.0056	6.42***
λ₂ forecast adj. Forecast performance sensitivity	0.0316	7.18***
λ₃ tau persistence Long-term factor persistence	0.9647	191.83***

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S&P 1000 Index MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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