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Parameter	Value	t-statistic
m window Rolling window length	76
α ARCH Response to squared shocks	0.0502	6.31***
β GARCH Volatility persistence	0.3915	10.94***
γ leverage Additional response to negative shocks	0.2037	10.06***
λ₁ tau intercept Baseline long-term coefficient	0.0677	0.20
λ₂ forecast adj. Forecast performance sensitivity	0.0102	0.25
λ₃ tau persistence Long-term factor persistence	0.9771	9.51***

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Getinge Ab Publ MF2-GARCH Volatility Analysis

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