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Parameter	Value	t-statistic
m window Rolling window length	66
α ARCH Response to squared shocks	0.1088	13.90***
β GARCH Volatility persistence	0.5605	14.33***
γ leverage Additional response to negative shocks	0.0208	2.30**
λ₁ tau intercept Baseline long-term coefficient	0.5393	0.29
λ₂ forecast adj. Forecast performance sensitivity	0.3267	0.29
λ₃ tau persistence Long-term factor persistence	0.5889	0.41

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Kelly Services Inc MF2-GARCH Volatility Analysis

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