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Parameter	Value	t-statistic
m window Rolling window length	126
α ARCH Response to squared shocks	0.1240	2.19**
β GARCH Volatility persistence	0.0000	0.00
γ leverage Additional response to negative shocks	0.1417	3.03***
λ₁ tau intercept Baseline long-term coefficient	7.0965	0.13
λ₂ forecast adj. Forecast performance sensitivity	0.8937	0.19
λ₃ tau persistence Long-term factor persistence	0.1063	0.02

V-Lab

Tingo Group Inc MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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