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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	66
α ARCH Response to squared shocks	0.0370	12.24***
β GARCH Volatility persistence	0.8243	115.89***
γ leverage Additional response to negative shocks	0.1322	21.24***
λ₁ tau intercept Baseline long-term coefficient	0.0318	3.19***
λ₂ forecast adj. Forecast performance sensitivity	0.0233	5.99***
λ₃ tau persistence Long-term factor persistence	0.9745	216.56***

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NVIDIA Corp MF2-GARCH Volatility Analysis

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