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{name} Model Equation

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Param	Value	t-stat
mwindow	81
αARCH	0.1662	5.68***
βGARCH	0.5152	6.19***
γleverage	-0.0219	-0.54
λ₁tau intercept	0.1867	1.55
λ₂forecast adj.	0.0941	1.97**
λ₃tau persistence	0.8855	14.97***

Parameter	Value	t-statistic
m window Rolling window length	81
α ARCH Response to squared shocks	0.1662	5.68***
β GARCH Volatility persistence	0.5152	6.19***
γ leverage Additional response to negative shocks	-0.0219	-0.54
λ₁ tau intercept Baseline long-term coefficient	0.1867	1.55
λ₂ forecast adj. Forecast performance sensitivity	0.0941	1.97**
λ₃ tau persistence Long-term factor persistence	0.8855	14.97***

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Daito Chemix Corp MF2-GARCH Volatility Analysis

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