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Parameter	Value	t-statistic
m window Rolling window length	41
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9088	208.82***
γ leverage Additional response to negative shocks	0.1303	14.91***
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.74
λ₂ forecast adj. Forecast performance sensitivity	0.8631	1.03
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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