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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	66
α ARCH Response to squared shocks	0.0000	0.01
β GARCH Volatility persistence	0.1192	91.00***
γ leverage Additional response to negative shocks	0.0504	1.03
λ₁ tau intercept Baseline long-term coefficient	0.0005	0.01
λ₂ forecast adj. Forecast performance sensitivity	0.4514	0.97
λ₃ tau persistence Long-term factor persistence	0.0000	0.01

V-Lab

Zenta Group Co Ltd MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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