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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	91
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.7401	35.89***
γ leverage Additional response to negative shocks	0.1017	6.01***
λ₁ tau intercept Baseline long-term coefficient	0.0000	0.00
λ₂ forecast adj. Forecast performance sensitivity	0.2256	2.16**
λ₃ tau persistence Long-term factor persistence	0.6533	3.48***

V-Lab

Garden Co Ltd MF2-GARCH Volatility Analysis

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