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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	0.0979	17.51***
β GARCH Volatility persistence	0.7106	59.42***
γ leverage Additional response to negative shocks	0.0623	8.62***
λ₁ tau intercept Baseline long-term coefficient	0.0171	1.95*
λ₂ forecast adj. Forecast performance sensitivity	0.0137	4.09***
λ₃ tau persistence Long-term factor persistence	0.9823	217.94***

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Hu Group Holdings Inc MF2-GARCH Volatility Analysis

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