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Parameter	Value	t-statistic
m window Rolling window length	91
α ARCH Response to squared shocks	0.1068	7.97***
β GARCH Volatility persistence	0.7639	35.04***
γ leverage Additional response to negative shocks	-0.0288	-1.96*
λ₁ tau intercept Baseline long-term coefficient	1.7901	1.51
λ₂ forecast adj. Forecast performance sensitivity	0.8479	1.75*
λ₃ tau persistence Long-term factor persistence	0.0000	0.00

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Hevol Services Group Co Ltd MF2-GARCH Volatility Analysis

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