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Parameter	Value	t-statistic
m window Rolling window length	21
α ARCH Response to squared shocks	0.0914	2.51**
β GARCH Volatility persistence	0.8849	64.45***
γ leverage Additional response to negative shocks	0.0170	0.32
λ₁ tau intercept Baseline long-term coefficient	5.2336	0.32
λ₂ forecast adj. Forecast performance sensitivity	0.9942	0.37
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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