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Parameter	Value	t-statistic
m window Rolling window length	116
α ARCH Response to squared shocks	0.0777	10.78***
β GARCH Volatility persistence	0.7745	39.17***
γ leverage Additional response to negative shocks	-0.0777	-5.66***
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.13
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.00
λ₃ tau persistence Long-term factor persistence	0.7284	0.38

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SOL Strategies Inc MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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