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Parameter	Value	t-statistic
m window Rolling window length	126
α ARCH Response to squared shocks	0.2263	15.03***
β GARCH Volatility persistence	0.7869	79.62***
γ leverage Additional response to negative shocks	-0.0275	-1.27
λ₁ tau intercept Baseline long-term coefficient	10.0000	7.71***
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.00
λ₃ tau persistence Long-term factor persistence	0.9954	251.37***

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FAT Brands Inc MF2-GARCH Volatility Analysis

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Volatility Forecast

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