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Parameter	Value	t-statistic
m window Rolling window length	21
α ARCH Response to squared shocks	0.0952	3.08***
β GARCH Volatility persistence	0.8907	124.26***
γ leverage Additional response to negative shocks	0.0118	0.23
λ₁ tau intercept Baseline long-term coefficient	8.8176	0.36
λ₂ forecast adj. Forecast performance sensitivity	1.0000	0.42
λ₃ tau persistence Long-term factor persistence	0.0000	0.00

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Boost Run Inc MF2-GARCH Volatility Analysis

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