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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	36
α ARCH Response to squared shocks	0.4603	7.34***
β GARCH Volatility persistence	0.4679	18.65***
γ leverage Additional response to negative shocks	-0.0044	-0.04
λ₁ tau intercept Baseline long-term coefficient	0.0089	3.64***
λ₂ forecast adj. Forecast performance sensitivity	0.1796	18.14***
λ₃ tau persistence Long-term factor persistence	0.8204	70.96***

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Sable Offshore Corp MF2-GARCH Volatility Analysis

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