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Parameter	Value	t-statistic
m window Rolling window length	31
α ARCH Response to squared shocks	0.0951	25.12***
β GARCH Volatility persistence	0.7621	90.38***
γ leverage Additional response to negative shocks	0.0639	9.89***
λ₁ tau intercept Baseline long-term coefficient	0.0255	4.27***
λ₂ forecast adj. Forecast performance sensitivity	0.0164	7.18***
λ₃ tau persistence Long-term factor persistence	0.9808	356.67***

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Kingboard Holdings Ltd MF2-GARCH Volatility Analysis

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