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{name} Model Equation

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Parameter	Value	t-statistic
α ARCH Response to squared shocks	0.7282	10.99***
β GARCH Volatility persistence	0.4360	10.05***
γ leverage Additional response to negative shocks	-0.5000	-6.21***
λ₁ tau intercept Baseline long-term coefficient	1,681.6325

V-Lab

Wang & LEE Group Inc MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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