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Parameter	Value	t-statistic
m window Rolling window length	66
α ARCH Response to squared shocks	0.0112	2.18**
β GARCH Volatility persistence	0.6757	30.73***
γ leverage Additional response to negative shocks	0.1131	9.78***
λ₁ tau intercept Baseline long-term coefficient	2.8645	0.42
λ₂ forecast adj. Forecast performance sensitivity	0.6234	0.47
λ₃ tau persistence Long-term factor persistence	0.0000	0.00

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Uber Technologies, Inc. MF2-GARCH Volatility Analysis

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Volatility Forecast

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