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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	0.1667	24.20***
β GARCH Volatility persistence	0.5125	18.60***
γ leverage Additional response to negative shocks	-0.0216	-1.95*
λ₁ tau intercept Baseline long-term coefficient	0.1883	0.90
λ₂ forecast adj. Forecast performance sensitivity	0.0972	1.02
λ₃ tau persistence Long-term factor persistence	0.8827	7.55***

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Daito Chemix Corp MF2-GARCH Volatility Analysis

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