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Parameter	Value	t-statistic
m window Rolling window length	126
α ARCH Response to squared shocks	0.7614	17.12***
β GARCH Volatility persistence	0.1559	8.53***
γ leverage Additional response to negative shocks	-0.5000	-9.20***
λ₁ tau intercept Baseline long-term coefficient	0.0188	0.24
λ₂ forecast adj. Forecast performance sensitivity	0.0064	0.69
λ₃ tau persistence Long-term factor persistence	0.9936	82.23***

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Chegg Inc MF2-GARCH Volatility Analysis

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Volatility Forecast

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