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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	26
α ARCH Response to squared shocks	0.6129
β GARCH Volatility persistence	0.5547
γ leverage Additional response to negative shocks	-0.3920
λ₁ tau intercept Baseline long-term coefficient	0.0000
λ₂ forecast adj. Forecast performance sensitivity	0.0298
λ₃ tau persistence Long-term factor persistence	0.1905

V-Lab

Virtuix Holdings Inc MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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