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Parameter	Value	t-statistic
m window Rolling window length	56
α ARCH Response to squared shocks	0.1065	15.92***
β GARCH Volatility persistence	0.8484	120.94***
γ leverage Additional response to negative shocks	0.0163	1.79*
λ₁ tau intercept Baseline long-term coefficient	0.0425	5.44***
λ₂ forecast adj. Forecast performance sensitivity	0.0100	5.20***
λ₃ tau persistence Long-term factor persistence	0.9900	431.16***

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Remark Holdings Inc MF2-GARCH Volatility Analysis

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Volatility Forecast

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