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Parameter	Value	t-statistic
m window Rolling window length	41
α ARCH Response to squared shocks	0.2396	25.63***
β GARCH Volatility persistence	0.6121	40.99***
γ leverage Additional response to negative shocks	0.0269	1.78*
λ₁ tau intercept Baseline long-term coefficient	1.5769	3.05***
λ₂ forecast adj. Forecast performance sensitivity	0.0600	3.43***
λ₃ tau persistence Long-term factor persistence	0.9020	30.98***

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AIM ImmunoTech Inc MF2-GARCH Volatility Analysis

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