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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	71
α ARCH Response to squared shocks	0.1226	10.34***
β GARCH Volatility persistence	0.6811	39.59***
γ leverage Additional response to negative shocks	0.0728	4.38***
λ₁ tau intercept Baseline long-term coefficient	0.0647	1.09
λ₂ forecast adj. Forecast performance sensitivity	0.0124	1.27
λ₃ tau persistence Long-term factor persistence	0.9732	43.96***

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D.L.S.I. MF2-GARCH Volatility Analysis

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