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Parameter	Value	t-statistic
m window Rolling window length	126
α ARCH Response to squared shocks	0.2420	8.32***
β GARCH Volatility persistence	0.3878	11.36***
γ leverage Additional response to negative shocks	0.2795	4.19***
λ₁ tau intercept Baseline long-term coefficient	0.1196	0.29
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.00
λ₃ tau persistence Long-term factor persistence	0.9993	109.12***

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Galera Therapeutics Inc MF2-GARCH Volatility Analysis

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