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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	21
α ARCH Response to squared shocks	0.0000	0.03
β GARCH Volatility persistence	0.0000	0.00
γ leverage Additional response to negative shocks	0.2563	21.00***
λ₁ tau intercept Baseline long-term coefficient	0.2531	0.66
λ₂ forecast adj. Forecast performance sensitivity	0.2820	1.47
λ₃ tau persistence Long-term factor persistence	0.7180	3.09***

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GMO TECH Holdings Inc MF2-GARCH Volatility Analysis

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