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Parameter	Value	t-statistic
m window Rolling window length	126
α ARCH Response to squared shocks	0.7481	16.85***
β GARCH Volatility persistence	0.1520	8.28***
γ leverage Additional response to negative shocks	-0.5000	-9.29***
λ₁ tau intercept Baseline long-term coefficient	0.0185	0.23
λ₂ forecast adj. Forecast performance sensitivity	0.0066	0.67
λ₃ tau persistence Long-term factor persistence	0.9934	77.90***

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Chegg Inc MF2-GARCH Volatility Analysis

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Volatility Forecast

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