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Parameter	Value	t-statistic
m window Rolling window length	126
α ARCH Response to squared shocks	0.1268	19.60***
β GARCH Volatility persistence	0.7268	93.21***
γ leverage Additional response to negative shocks	0.0814	7.65***
λ₁ tau intercept Baseline long-term coefficient	0.0080	0.88
λ₂ forecast adj. Forecast performance sensitivity	0.0031	4.35***
λ₃ tau persistence Long-term factor persistence	0.9969	1,069.63***

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ParkerVision Inc MF2-GARCH Volatility Analysis

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