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Parameter	Value	t-statistic
m window Rolling window length	21
α ARCH Response to squared shocks	0.4625	9.41***
β GARCH Volatility persistence	0.0927	136.67***
γ leverage Additional response to negative shocks	-0.4625	-9.41***
λ₁ tau intercept Baseline long-term coefficient	0.0000
λ₂ forecast adj. Forecast performance sensitivity	0.0000	10.67***
λ₃ tau persistence Long-term factor persistence	0.0628	26.19***

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Liberty Defense Holdings Ltd MF2-GARCH Volatility Analysis

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