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Parameter	Value	t-statistic
m window Rolling window length	21
α ARCH Response to squared shocks	0.1546	0.44
β GARCH Volatility persistence	0.0665	0.94
γ leverage Additional response to negative shocks	-0.1546	-0.43
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.10
λ₂ forecast adj. Forecast performance sensitivity	0.5488	0.17
λ₃ tau persistence Long-term factor persistence	0.1836	0.03

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Definium Therapeutics Inc MF2-GARCH Volatility Analysis

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Volatility Forecast

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