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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	46
α ARCH Response to squared shocks	0.0103	2.53**
β GARCH Volatility persistence	0.6724	58.82***
γ leverage Additional response to negative shocks	0.3207	28.44***
λ₁ tau intercept Baseline long-term coefficient	0.0617	2.00**
λ₂ forecast adj. Forecast performance sensitivity	0.1954	3.77***
λ₃ tau persistence Long-term factor persistence	0.7698	10.92***

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Blue Owl Capital Corp MF2-GARCH Volatility Analysis

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