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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	121
α ARCH Response to squared shocks	0.1013	0.25
β GARCH Volatility persistence	0.0000	0.00
γ leverage Additional response to negative shocks	-0.1013	-0.25
λ₁ tau intercept Baseline long-term coefficient	6.3770	0.04
λ₂ forecast adj. Forecast performance sensitivity	0.4360	0.07
λ₃ tau persistence Long-term factor persistence	0.1868	0.01

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Shengfeng Development Ltd MF2-GARCH Volatility Analysis

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