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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	56
α ARCH Response to squared shocks	0.0920
β GARCH Volatility persistence	0.8378
γ leverage Additional response to negative shocks	0.1400
λ₁ tau intercept Baseline long-term coefficient	0.0035
λ₂ forecast adj. Forecast performance sensitivity	0.0000
λ₃ tau persistence Long-term factor persistence	0.6395

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Guangdong Tianyu Semiconductor Co Ltd MF2-GARCH Volatility Analysis

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