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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	76
α ARCH Response to squared shocks	0.1706	11.64***
β GARCH Volatility persistence	0.6523	15.40***
γ leverage Additional response to negative shocks	-0.0790	-2.69***
λ₁ tau intercept Baseline long-term coefficient	0.2760	0.30
λ₂ forecast adj. Forecast performance sensitivity	0.0218	0.63
λ₃ tau persistence Long-term factor persistence	0.9778	23.09***

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Alpha Compute Corp MF2-GARCH Volatility Analysis

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