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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	66
α ARCH Response to squared shocks	0.0806	18.42***
β GARCH Volatility persistence	0.6564	54.27***
γ leverage Additional response to negative shocks	0.1057	12.67***
λ₁ tau intercept Baseline long-term coefficient	0.0221	1.49
λ₂ forecast adj. Forecast performance sensitivity	0.0459	1.91*
λ₃ tau persistence Long-term factor persistence	0.9457	31.93***

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Beiersdorf AG MF2-GARCH Volatility Analysis

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