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Parameter	Value	t-statistic
m window Rolling window length	61
α ARCH Response to squared shocks	0.2488	18.42***
β GARCH Volatility persistence	0.6932	73.40***
γ leverage Additional response to negative shocks	-0.0662	-4.28***
λ₁ tau intercept Baseline long-term coefficient	0.0944	2.37**
λ₂ forecast adj. Forecast performance sensitivity	0.0062	4.55***
λ₃ tau persistence Long-term factor persistence	0.9925	491.33***

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AI Financial Corp MF2-GARCH Volatility Analysis

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