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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	76
α ARCH Response to squared shocks	0.1336	20.37***
β GARCH Volatility persistence	0.5575	44.24***
γ leverage Additional response to negative shocks	0.0250	2.31**
λ₁ tau intercept Baseline long-term coefficient	0.2550	0.96
λ₂ forecast adj. Forecast performance sensitivity	0.2847	2.93***
λ₃ tau persistence Long-term factor persistence	0.6805	5.06***

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Goldcrest Co Ltd MF2-GARCH Volatility Analysis

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