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Parameter	Value	t-statistic
m window Rolling window length	126
α ARCH Response to squared shocks	0.2279	23.66***
β GARCH Volatility persistence	0.7274	75.92***
γ leverage Additional response to negative shocks	-0.1133	-11.96***
λ₁ tau intercept Baseline long-term coefficient	0.0832	2.15**
λ₂ forecast adj. Forecast performance sensitivity	0.1003	4.30***
λ₃ tau persistence Long-term factor persistence	0.8932	32.71***

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APT Satellite Holdings Ltd MF2-GARCH Volatility Analysis

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