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Parameter	Value	t-statistic
m window Rolling window length	126
α ARCH Response to squared shocks	0.0000	0.01
β GARCH Volatility persistence	0.9309	206.55***
γ leverage Additional response to negative shocks	0.0810	20.91***
λ₁ tau intercept Baseline long-term coefficient	0.0087	0.22
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.01
λ₃ tau persistence Long-term factor persistence	0.9987	137.45***

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ServiceNow Inc MF2-GARCH Volatility Analysis

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