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Parameter	Value	t-statistic
m window Rolling window length	36
α ARCH Response to squared shocks	0.0883	2.02**
β GARCH Volatility persistence	0.7542	11.47***
γ leverage Additional response to negative shocks	-0.0883	-2.04**
λ₁ tau intercept Baseline long-term coefficient	8.1965	0.31
λ₂ forecast adj. Forecast performance sensitivity	0.0930	0.52
λ₃ tau persistence Long-term factor persistence	0.5210	0.51

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Energys Group Ltd MF2-GARCH Volatility Analysis

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