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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	56
α ARCH Response to squared shocks	0.0759	5.86***
β GARCH Volatility persistence	0.4404	10.07***
γ leverage Additional response to negative shocks	0.1962	9.15***
λ₁ tau intercept Baseline long-term coefficient	2.8470	0.28
λ₂ forecast adj. Forecast performance sensitivity	0.1805	0.45
λ₃ tau persistence Long-term factor persistence	0.7557	1.16

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Modular Medical Inc MF2-GARCH Volatility Analysis

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