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Parameter	Value	t-statistic
m window Rolling window length	46
α ARCH Response to squared shocks	0.3834	16.41***
β GARCH Volatility persistence	0.4888	11.64***
γ leverage Additional response to negative shocks	-0.1604	-7.68***
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.52
λ₂ forecast adj. Forecast performance sensitivity	0.0958	0.50
λ₃ tau persistence Long-term factor persistence	0.7670	1.64

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Azio AI Holdings Inc MF2-GARCH Volatility Analysis

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