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Parameter	Value	t-statistic
m window Rolling window length	76
α ARCH Response to squared shocks	0.0306	0.92
β GARCH Volatility persistence	0.2125	2.74***
γ leverage Additional response to negative shocks	0.1046	1.15
λ₁ tau intercept Baseline long-term coefficient	8.0267	0.08
λ₂ forecast adj. Forecast performance sensitivity	0.4949	0.09
λ₃ tau persistence Long-term factor persistence	0.0000	0.00

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Onterris Inc MF2-GARCH Volatility Analysis

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