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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	0.5172	14.59***
β GARCH Volatility persistence	0.0000	0.02
γ leverage Additional response to negative shocks	-0.5000	-15.09***
λ₁ tau intercept Baseline long-term coefficient	10.0000	1.42
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.00
λ₃ tau persistence Long-term factor persistence	0.6504	4.22***

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Uni-Fuels Holdings Ltd MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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