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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	0.0265	9.26***
β GARCH Volatility persistence	0.7831	80.55***
γ leverage Additional response to negative shocks	0.1160	20.21***
λ₁ tau intercept Baseline long-term coefficient	0.0291	1.50
λ₂ forecast adj. Forecast performance sensitivity	0.0618	1.65*
λ₃ tau persistence Long-term factor persistence	0.9307	23.03***

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International Business Machines Corp MF2-GARCH Volatility Analysis

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