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Parameter	Value	t-statistic
m window Rolling window length	66
α ARCH Response to squared shocks	0.0862	0.24
β GARCH Volatility persistence	0.0000	0.00
γ leverage Additional response to negative shocks	-0.0815	-0.23
λ₁ tau intercept Baseline long-term coefficient	4.4703	0.07
λ₂ forecast adj. Forecast performance sensitivity	0.2918	0.07
λ₃ tau persistence Long-term factor persistence	0.4579	0.05

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Palantir Technologies Inc MF2-GARCH Volatility Analysis

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