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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	96
α ARCH Response to squared shocks	0.1984	17.94***
β GARCH Volatility persistence	0.6231	43.97***
γ leverage Additional response to negative shocks	0.0453	2.22**
λ₁ tau intercept Baseline long-term coefficient	0.1109	0.69
λ₂ forecast adj. Forecast performance sensitivity	0.0046	0.91
λ₃ tau persistence Long-term factor persistence	0.9852	52.10***

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Fujipream Corp MF2-GARCH Volatility Analysis

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