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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	36
α ARCH Response to squared shocks	0.1358	4.79***
β GARCH Volatility persistence	0.8080	20.12***
γ leverage Additional response to negative shocks	0.0425	0.78
λ₁ tau intercept Baseline long-term coefficient	0.0251	0.51
λ₂ forecast adj. Forecast performance sensitivity	0.1031	0.29
λ₃ tau persistence Long-term factor persistence	0.8969	2.50**

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Bridger Aerospace GP HLD Inc MF2-GARCH Volatility Analysis

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