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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	41
α ARCH Response to squared shocks	0.0260	9.88***
β GARCH Volatility persistence	0.8434	134.03***
γ leverage Additional response to negative shocks	0.0973	22.61***
λ₁ tau intercept Baseline long-term coefficient	0.0149	3.25***
λ₂ forecast adj. Forecast performance sensitivity	0.0251	4.03***
λ₃ tau persistence Long-term factor persistence	0.9693	126.04***

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BASF SE MF2-GARCH Volatility Analysis

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