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Parameter	Value	t-statistic
m window Rolling window length	126
α ARCH Response to squared shocks	0.0253	2.56**
β GARCH Volatility persistence	0.6471	22.66***
γ leverage Additional response to negative shocks	0.1158	9.05***
λ₁ tau intercept Baseline long-term coefficient	4.9301	0.09
λ₂ forecast adj. Forecast performance sensitivity	0.3022	0.10
λ₃ tau persistence Long-term factor persistence	0.3184	0.04

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Ultragenyx Pharmaceutical Inc MF2-GARCH Volatility Analysis

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