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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	86
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.8925	244.20***
γ leverage Additional response to negative shocks	0.1927	25.54***
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.26
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.00
λ₃ tau persistence Long-term factor persistence	0.4898	0.24

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Ulta Beauty Inc MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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