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Parameter	Value	t-statistic
m window Rolling window length	66
α ARCH Response to squared shocks	0.0204	3.21***
β GARCH Volatility persistence	0.8686	49.06***
γ leverage Additional response to negative shocks	0.0283	6.14***
λ₁ tau intercept Baseline long-term coefficient	3.2070	0.07
λ₂ forecast adj. Forecast performance sensitivity	0.7535	0.07
λ₃ tau persistence Long-term factor persistence	0.0000	0.00

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Tesla Inc MF2-GARCH Volatility Analysis

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Volatility Forecast

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