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Parameter	Value	t-statistic
m window Rolling window length	41
α ARCH Response to squared shocks	0.2379	25.65***
β GARCH Volatility persistence	0.6145	41.87***
γ leverage Additional response to negative shocks	0.0270	1.81*
λ₁ tau intercept Baseline long-term coefficient	1.4978	3.21***
λ₂ forecast adj. Forecast performance sensitivity	0.0569	3.65***
λ₃ tau persistence Long-term factor persistence	0.9068	35.19***

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AIM ImmunoTech Inc MF2-GARCH Volatility Analysis

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