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Parameter	Value	t-statistic
m window Rolling window length	111
α ARCH Response to squared shocks	0.0368	5.18***
β GARCH Volatility persistence	0.9336	135.43***
γ leverage Additional response to negative shocks	-0.0096	-2.20**
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.02
λ₂ forecast adj. Forecast performance sensitivity	0.4019	0.02
λ₃ tau persistence Long-term factor persistence	0.1413	0.00

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Beam Therapeutics Inc MF2-GARCH Volatility Analysis

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