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Parameter	Value	t-statistic
m window Rolling window length	21
α ARCH Response to squared shocks	1.0000	132.68***
β GARCH Volatility persistence	0.0000	0.03
γ leverage Additional response to negative shocks	-0.5000	-55.72***
λ₁ tau intercept Baseline long-term coefficient	5.4843	4.44***
λ₂ forecast adj. Forecast performance sensitivity	0.1087	0.48
λ₃ tau persistence Long-term factor persistence	0.8913	10.27***

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Liberty Defense Holdings Ltd MF2-GARCH Volatility Analysis

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