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Parameter	Value	t-statistic
m window Rolling window length	111
α ARCH Response to squared shocks	0.2804	10.99***
β GARCH Volatility persistence	0.5984	37.47***
γ leverage Additional response to negative shocks	-0.1412	-4.90***
λ₁ tau intercept Baseline long-term coefficient	4.7162	0.29
λ₂ forecast adj. Forecast performance sensitivity	0.9993	0.32
λ₃ tau persistence Long-term factor persistence	0.0000	0.00

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Ocugen Inc MF2-GARCH Volatility Analysis

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