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{name} Model Equation

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Param	Value	t-stat
mwindow	126
αARCH	0.0477	3.49***
βGARCH	0.8264	13.88***
γleverage	0.0253	0.87
λ₁tau intercept	0.0000	0.00
λ₂forecast adj.	0.0010	0.55
λ₃tau persistence	0.9988	379.78***

Parameter	Value	t-statistic
m window Rolling window length	126
α ARCH Response to squared shocks	0.0477	3.49***
β GARCH Volatility persistence	0.8264	13.88***
γ leverage Additional response to negative shocks	0.0253	0.87
λ₁ tau intercept Baseline long-term coefficient	0.0000	0.00
λ₂ forecast adj. Forecast performance sensitivity	0.0010	0.55
λ₃ tau persistence Long-term factor persistence	0.9988	379.78***

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Hive Digital Technologies Ltd MF2-GARCH Volatility Analysis

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