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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	31
α ARCH Response to squared shocks	0.0836	9.91***
β GARCH Volatility persistence	0.4858	29.47***
γ leverage Additional response to negative shocks	0.3385	18.53***
λ₁ tau intercept Baseline long-term coefficient	0.0300	0.74
λ₂ forecast adj. Forecast performance sensitivity	0.0071	1.87*
λ₃ tau persistence Long-term factor persistence	0.9912	223.85***

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ams-OSRAM AG MF2-GARCH Volatility Analysis

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