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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	66
α ARCH Response to squared shocks	0.2711	14.03***
β GARCH Volatility persistence	0.4495	21.20***
γ leverage Additional response to negative shocks	0.0340	1.18
λ₁ tau intercept Baseline long-term coefficient	0.1395	1.58
λ₂ forecast adj. Forecast performance sensitivity	0.1376	1.53
λ₃ tau persistence Long-term factor persistence	0.8624	9.09***

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QVC Group Inc MF2-GARCH Volatility Analysis

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