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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	26
α ARCH Response to squared shocks	0.0861	8.85***
β GARCH Volatility persistence	0.7198	7.99***
γ leverage Additional response to negative shocks	-0.0149	-0.90
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.10
λ₂ forecast adj. Forecast performance sensitivity	0.0762	0.09
λ₃ tau persistence Long-term factor persistence	0.6765	0.20

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Keel Infrastructure Corp MF2-GARCH Volatility Analysis

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