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Parameter	Value	t-statistic
m window Rolling window length	126
α ARCH Response to squared shocks	0.0653	2.67***
β GARCH Volatility persistence	0.7084	15.95***
γ leverage Additional response to negative shocks	-0.0368	-1.90*
λ₁ tau intercept Baseline long-term coefficient	1.0570	0.02
λ₂ forecast adj. Forecast performance sensitivity	0.0068	0.03
λ₃ tau persistence Long-term factor persistence	0.9466	0.43

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BARK Inc MF2-GARCH Volatility Analysis

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