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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	81
α ARCH Response to squared shocks	0.0693	6.52***
β GARCH Volatility persistence	0.2945	6.14***
γ leverage Additional response to negative shocks	0.2157	9.84***
λ₁ tau intercept Baseline long-term coefficient	4.0189	0.03
λ₂ forecast adj. Forecast performance sensitivity	0.0592	0.03
λ₃ tau persistence Long-term factor persistence	0.0000	0.00

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Kusuri No Aoki Holdings Co MF2-GARCH Volatility Analysis

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