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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	36
α ARCH Response to squared shocks	0.0354	12.98***
β GARCH Volatility persistence	0.8141	75.01***
γ leverage Additional response to negative shocks	0.0906	17.85***
λ₁ tau intercept Baseline long-term coefficient	0.0252	3.09***
λ₂ forecast adj. Forecast performance sensitivity	0.0750	3.03***
λ₃ tau persistence Long-term factor persistence	0.9139	32.82***

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ExxonMobil Holdings Corp MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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