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Parameter	Value	t-statistic
m window Rolling window length	61
α ARCH Response to squared shocks	0.5446	18.50***
β GARCH Volatility persistence	0.1880	5.37***
γ leverage Additional response to negative shocks	-0.5000	-17.64***
λ₁ tau intercept Baseline long-term coefficient	2.7794	0.25
λ₂ forecast adj. Forecast performance sensitivity	0.0320	0.27
λ₃ tau persistence Long-term factor persistence	0.9403	4.78***

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Tron Inc MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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