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Parameter	Value	t-statistic
m window Rolling window length	21
α ARCH Response to squared shocks	0.1454	13.01***
β GARCH Volatility persistence	0.5952	19.75***
γ leverage Additional response to negative shocks	-0.0278	-1.41
λ₁ tau intercept Baseline long-term coefficient	9.5212	0.05
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.00
λ₃ tau persistence Long-term factor persistence	0.6752	0.09

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Fate Therapeutics Inc MF2-GARCH Volatility Analysis

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