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Parameter	Value	t-statistic
m window Rolling window length	61
α ARCH Response to squared shocks	0.1804	12.13***
β GARCH Volatility persistence	0.3183	5.94***
γ leverage Additional response to negative shocks	0.1232	2.34**
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.76
λ₂ forecast adj. Forecast performance sensitivity	0.9760	3.24***
λ₃ tau persistence Long-term factor persistence	0.0240	0.07

V-Lab

Tingo Group Inc MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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