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Parameter	Value	t-statistic
m window Rolling window length	26
α ARCH Response to squared shocks	0.2324	13.32***
β GARCH Volatility persistence	0.6731	39.39***
γ leverage Additional response to negative shocks	-0.0808	-3.87***
λ₁ tau intercept Baseline long-term coefficient	0.0277	1.82*
λ₂ forecast adj. Forecast performance sensitivity	0.0059	2.86***
λ₃ tau persistence Long-term factor persistence	0.9936	418.88***

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Filana Therapeutics Inc MF2-GARCH Volatility Analysis

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