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Parameter	Value	t-statistic
m window Rolling window length	96
α ARCH Response to squared shocks	0.1686	19.50***
β GARCH Volatility persistence	0.5182	35.23***
γ leverage Additional response to negative shocks	-0.0167	-1.34
λ₁ tau intercept Baseline long-term coefficient	4.9792	2.24**
λ₂ forecast adj. Forecast performance sensitivity	0.6738	7.90***
λ₃ tau persistence Long-term factor persistence	0.0440	0.30

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AGNT Inc MF2-GARCH Volatility Analysis

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