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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	76
α ARCH Response to squared shocks	0.0042	1.44
β GARCH Volatility persistence	0.8239	273.53***
γ leverage Additional response to negative shocks	0.1959	48.29***
λ₁ tau intercept Baseline long-term coefficient	0.0560	1.63
λ₂ forecast adj. Forecast performance sensitivity	0.2712	1.56
λ₃ tau persistence Long-term factor persistence	0.6841	3.37***

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Deutsche Borse AG DAX Mid-Cap Index MF2-GARCH Volatility Analysis

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