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Parameter	Value	t-statistic
m window Rolling window length	116
α ARCH Response to squared shocks	0.5000	72.35***
β GARCH Volatility persistence	0.4065	73.16***
γ leverage Additional response to negative shocks	-0.5000	-73.08***
λ₁ tau intercept Baseline long-term coefficient	3.0029	0.91
λ₂ forecast adj. Forecast performance sensitivity	0.7352	1.04
λ₃ tau persistence Long-term factor persistence	0.0000	0.00

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Quantum X Labs Inc MF2-GARCH Volatility Analysis

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