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Parameter	Value	t-statistic
m window Rolling window length	21
α ARCH Response to squared shocks	0.0498	3.27***
β GARCH Volatility persistence	0.2842	3.67***
γ leverage Additional response to negative shocks	0.1782	3.29***
λ₁ tau intercept Baseline long-term coefficient	9.5068	0.51
λ₂ forecast adj. Forecast performance sensitivity	1.0000	1.01
λ₃ tau persistence Long-term factor persistence	0.0000	0.00

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Global Mofy AI Ltd MF2-GARCH Volatility Analysis

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