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Parameter	Value	t-statistic
m window Rolling window length	21
α ARCH Response to squared shocks	0.5487	1.75*
β GARCH Volatility persistence	0.1775	2.94***
γ leverage Additional response to negative shocks	0.5000	0.79
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.62
λ₂ forecast adj. Forecast performance sensitivity	1.0000	0.45
λ₃ tau persistence Long-term factor persistence	0.0000	0.00

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Calidi Biotherapeutics Inc MF2-GARCH Volatility Analysis

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Volatility Forecast

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