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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	66
α ARCH Response to squared shocks	0.0082	5.59***
β GARCH Volatility persistence	0.8855	293.21***
γ leverage Additional response to negative shocks	0.1368	38.53***
λ₁ tau intercept Baseline long-term coefficient	0.0108	7.74***
λ₂ forecast adj. Forecast performance sensitivity	0.0271	6.67***
λ₃ tau persistence Long-term factor persistence	0.9703	216.49***

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American Express Co MF2-GARCH Volatility Analysis

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