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Parameter	Value	t-statistic
m window Rolling window length	36
α ARCH Response to squared shocks	0.0764	7.01***
β GARCH Volatility persistence	0.6736	352.48***
γ leverage Additional response to negative shocks	0.5000	19.69***
λ₁ tau intercept Baseline long-term coefficient	9.5131	2.64***
λ₂ forecast adj. Forecast performance sensitivity	0.2009	2.44**
λ₃ tau persistence Long-term factor persistence	0.7991	8.30***

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Allurion Technologies Inc MF2-GARCH Volatility Analysis

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