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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	0.4503	18.14***
β GARCH Volatility persistence	0.1983	4.95***
γ leverage Additional response to negative shocks	-0.3307	-7.31***
λ₁ tau intercept Baseline long-term coefficient	0.8737	0.61
λ₂ forecast adj. Forecast performance sensitivity	0.1562	1.08
λ₃ tau persistence Long-term factor persistence	0.8438	6.31***

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T-Bull SA MF2-GARCH Volatility Analysis

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