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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	51
α ARCH Response to squared shocks	0.0388	14.03***
β GARCH Volatility persistence	0.8204	158.36***
γ leverage Additional response to negative shocks	0.0986	21.58***
λ₁ tau intercept Baseline long-term coefficient	0.0076	2.63***
λ₂ forecast adj. Forecast performance sensitivity	0.0157	4.66***
λ₃ tau persistence Long-term factor persistence	0.9825	244.59***

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Bayer AG MF2-GARCH Volatility Analysis

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