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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	0.0000	0.00
β GARCH Volatility persistence	0.8152	70.71***
γ leverage Additional response to negative shocks	0.2183	19.58***
λ₁ tau intercept Baseline long-term coefficient	0.0257	2.96***
λ₂ forecast adj. Forecast performance sensitivity	0.1023	3.63***
λ₃ tau persistence Long-term factor persistence	0.8775	25.52***

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Monarch Blue Chips Elite Index ETF MF2-GARCH Volatility Analysis

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