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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	21
α ARCH Response to squared shocks	0.6381	11.58***
β GARCH Volatility persistence	0.6117	31.01***
γ leverage Additional response to negative shocks	-0.5000	-6.25***
λ₁ tau intercept Baseline long-term coefficient	10.0000	6.86***
λ₂ forecast adj. Forecast performance sensitivity	0.0890	4.41***
λ₃ tau persistence Long-term factor persistence	0.9110	35.73***

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Calidi Biotherapeutics Inc MF2-GARCH Volatility Analysis

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