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Parameter	Value	t-statistic
m window Rolling window length	71
α ARCH Response to squared shocks	0.1278	8.68***
β GARCH Volatility persistence	0.2688	9.41***
γ leverage Additional response to negative shocks	0.5000	13.93***
λ₁ tau intercept Baseline long-term coefficient	1.4200	0.99
λ₂ forecast adj. Forecast performance sensitivity	0.1447	1.20
λ₃ tau persistence Long-term factor persistence	0.8147	5.26***

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Kyntra Bio Inc MF2-GARCH Volatility Analysis

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