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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	21
α ARCH Response to squared shocks	0.0260	5.92***
β GARCH Volatility persistence	0.9778	219.73***
γ leverage Additional response to negative shocks	-0.0112	-7.85***
λ₁ tau intercept Baseline long-term coefficient	2.3059	0.13
λ₂ forecast adj. Forecast performance sensitivity	0.1598	0.12
λ₃ tau persistence Long-term factor persistence	0.0000	0.00

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S&P GSCI Zinc Index MF2-GARCH Volatility Analysis

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