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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	126
α ARCH Response to squared shocks	0.2418	8.13***
β GARCH Volatility persistence	0.6141	26.32***
γ leverage Additional response to negative shocks	-0.0184	-0.57
λ₁ tau intercept Baseline long-term coefficient	0.6203	0.80
λ₂ forecast adj. Forecast performance sensitivity	0.0093	0.91
λ₃ tau persistence Long-term factor persistence	0.9847	61.05***

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TON Strategy Co MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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