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Parameter	Value	t-statistic
m window Rolling window length	21
α ARCH Response to squared shocks	0.2495	24.04***
β GARCH Volatility persistence	0.4793	30.42***
γ leverage Additional response to negative shocks	0.0078	0.52
λ₁ tau intercept Baseline long-term coefficient	0.0353	1.37
λ₂ forecast adj. Forecast performance sensitivity	0.0260	3.73***
λ₃ tau persistence Long-term factor persistence	0.9734	123.23***

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AIFU Inc MF2-GARCH Volatility Analysis

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