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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	66
α ARCH Response to squared shocks	0.0120	6.95***
β GARCH Volatility persistence	0.8412	156.87***
γ leverage Additional response to negative shocks	0.1343	31.13***
λ₁ tau intercept Baseline long-term coefficient	0.0239	2.86***
λ₂ forecast adj. Forecast performance sensitivity	0.0673	3.87***
λ₃ tau persistence Long-term factor persistence	0.9257	46.63***

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Home Depot Inc/The MF2-GARCH Volatility Analysis

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