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Parameter	Value	t-statistic
m window Rolling window length	26
α ARCH Response to squared shocks	0.4030	7.98***
β GARCH Volatility persistence	0.2895	10.04***
γ leverage Additional response to negative shocks	-0.0982	-1.30
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.58
λ₂ forecast adj. Forecast performance sensitivity	0.0365	0.51
λ₃ tau persistence Long-term factor persistence	0.8428	3.40***

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Niki BioSolutions Inc MF2-GARCH Volatility Analysis

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