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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	0.0980	17.56***
β GARCH Volatility persistence	0.7109	59.44***
γ leverage Additional response to negative shocks	0.0615	8.54***
λ₁ tau intercept Baseline long-term coefficient	0.0170	1.95*
λ₂ forecast adj. Forecast performance sensitivity	0.0137	4.08***
λ₃ tau persistence Long-term factor persistence	0.9823	217.99***

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Hu Group Holdings Inc MF2-GARCH Volatility Analysis

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