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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	76
α ARCH Response to squared shocks	0.0952	18.79***
β GARCH Volatility persistence	0.6927	61.15***
γ leverage Additional response to negative shocks	0.0944	11.78***
λ₁ tau intercept Baseline long-term coefficient	0.1910	1.57
λ₂ forecast adj. Forecast performance sensitivity	0.1234	1.62
λ₃ tau persistence Long-term factor persistence	0.8394	8.44***

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Shimizu Corp MF2-GARCH Volatility Analysis

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