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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	21
α ARCH Response to squared shocks	0.1512	6.19***
β GARCH Volatility persistence	0.4692	2.64***
γ leverage Additional response to negative shocks	-0.0866	-2.36**
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.07
λ₂ forecast adj. Forecast performance sensitivity	0.1196	0.09
λ₃ tau persistence Long-term factor persistence	0.7187	0.20

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Vulcan Infrastructure and Power Inc MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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