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Parameter	Value	t-statistic
m window Rolling window length	36
α ARCH Response to squared shocks	0.3186	16.58***
β GARCH Volatility persistence	0.2419	11.53***
γ leverage Additional response to negative shocks	0.0380	1.06
λ₁ tau intercept Baseline long-term coefficient	5.6956	0.71
λ₂ forecast adj. Forecast performance sensitivity	0.2655	0.97
λ₃ tau persistence Long-term factor persistence	0.6599	1.69*

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Smart Powerr Corp MF2-GARCH Volatility Analysis

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