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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	0.0581	18.00***
β GARCH Volatility persistence	0.7912	101.62***
γ leverage Additional response to negative shocks	0.1035	18.17***
λ₁ tau intercept Baseline long-term coefficient	0.0365	3.48***
λ₂ forecast adj. Forecast performance sensitivity	0.0510	4.96***
λ₃ tau persistence Long-term factor persistence	0.9410	78.13***

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COMSYS Holdings Corp MF2-GARCH Volatility Analysis

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