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Parameter	Value	t-statistic
m window Rolling window length	66
α ARCH Response to squared shocks	0.1081	13.83***
β GARCH Volatility persistence	0.5606	14.15***
γ leverage Additional response to negative shocks	0.0207	2.29**
λ₁ tau intercept Baseline long-term coefficient	0.5518	0.28
λ₂ forecast adj. Forecast performance sensitivity	0.3342	0.28
λ₃ tau persistence Long-term factor persistence	0.5794	0.38

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Kelly Services Inc MF2-GARCH Volatility Analysis

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