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Parameter	Value	t-statistic
m window Rolling window length	96
α ARCH Response to squared shocks	0.1670	19.35***
β GARCH Volatility persistence	0.5195	35.43***
γ leverage Additional response to negative shocks	-0.0157	-1.26
λ₁ tau intercept Baseline long-term coefficient	5.0071	2.27**
λ₂ forecast adj. Forecast performance sensitivity	0.6780	7.94***
λ₃ tau persistence Long-term factor persistence	0.0377	0.26

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AGNT Inc MF2-GARCH Volatility Analysis

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